+2.0%
ISRG vs PSA
+13.6%
-11.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | -1.6% | -3.7% | +2.1% | -0.1% |
| 30D | -2.3% | -7.7% | +5.5% | +1.1% |
| 3M | -12.4% | -0.6% | -11.8% | -12.1% |
| 6M | -26.8% | -0.9% | -25.9% | -26.6% |
| YTD | -35.3% | +18.7% | -53.9% | -40.1% |
| 1Y | -19.3% | +7.6% | -27.0% | -22.2% |
| 3Y | +18.1% | +23.7% | -5.5% | +3.6% |
| All | +2.0% | +13.6% | -11.5% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling