+22,229.9%
ISRG vs PSA
+3,753.4%
+18,476.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.0% |
| 7D | +4.8% | +3.9% | +0.9% | +3.2% |
| 30D | +9.2% | +19.7% | -10.4% | +1.1% |
| 3M | +21.2% | +4.3% | +16.9% | +18.8% |
| 6M | +0.2% | +11.4% | -11.1% | -4.4% |
| YTD | -20.1% | +33.9% | -54.0% | -30.0% |
| 1Y | -17.3% | +28.3% | -45.6% | -26.4% |
| 3Y | +63.3% | +53.5% | +9.8% | +31.9% |
| 5Y | +24.1% | +30.6% | -6.6% | +6.6% |
| 10Y | +507.0% | +145.8% | +361.2% | +282.7% |
| All | +22,229.9% | +3,753.4% | +18,476.5% | +5,165.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling