+17,983.8%
ISRG vs PSA
+3,313.5%
+14,670.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | -1.6% | -3.7% | +2.1% | 0.0% |
| 30D | -2.3% | -7.7% | +5.5% | +1.2% |
| 3M | -12.4% | -0.6% | -11.8% | -12.2% |
| 6M | -26.8% | -0.9% | -25.9% | -26.7% |
| YTD | -35.3% | +18.7% | -53.9% | -40.2% |
| 1Y | -19.3% | +7.6% | -27.0% | -22.5% |
| 3Y | +18.1% | +23.7% | -5.5% | +4.8% |
| 5Y | +2.6% | +13.7% | -11.0% | -6.4% |
| 10Y | +379.4% | +98.9% | +280.6% | +231.0% |
| All | +17,983.8% | +3,313.5% | +14,670.3% | +4,398.1% |
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