+370.1%
ISRG vs PSKY
-76.1%
+446.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.4% | +6.2% | +1.7% |
| 7D | -5.0% | -6.8% | +1.8% | -4.0% |
| 30D | -10.2% | +10.2% | -20.5% | -11.6% |
| 3M | -17.2% | +0.3% | -17.5% | -17.3% |
| 6M | -28.4% | -7.8% | -20.7% | -27.9% |
| YTD | -37.6% | -23.0% | -14.7% | -35.8% |
| 1Y | -24.4% | -31.6% | +7.2% | -21.5% |
| 3Y | +18.4% | -21.3% | +39.8% | +13.9% |
| 5Y | -1.0% | -71.5% | +70.5% | +11.6% |
| 10Y | +370.1% | -75.6% | +445.8% | +324.8% |
| All | +370.1% | -76.1% | +446.2% | +324.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 10y: compounded portfolio wealth divided by compounded PSKY 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…
10y analysis · Full analysis span regression · 6 months rolling