-3.0%
ISRG vs PSKY
-70.7%
+67.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -4.0% | -4.4% |
| 7D | -5.2% | +2.4% | -7.5% | -5.4% |
| 30D | -7.6% | +17.5% | -25.1% | -9.4% |
| 3M | -16.4% | +4.4% | -20.8% | -16.8% |
| 6M | -28.6% | -9.0% | -19.5% | -28.1% |
| YTD | -38.2% | -18.6% | -19.6% | -37.2% |
| 1Y | -25.5% | -27.7% | +2.2% | -23.8% |
| 3Y | +17.4% | -16.9% | +34.3% | +12.8% |
| 5Y | -3.0% | -70.3% | +67.3% | +13.1% |
| All | -3.0% | -70.7% | +67.7% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling