+2,731.4%
ISRG vs PSKY
-42.2%
+2,773.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -2.3% | +24.0% | -26.2% | -7.4% |
| 3M | -12.4% | +2.2% | -14.6% | -13.0% |
| 6M | -26.8% | -9.0% | -17.9% | -25.8% |
| YTD | -35.3% | -18.1% | -17.1% | -33.2% |
| 1Y | -19.3% | -25.1% | +5.8% | -16.3% |
| 3Y | +18.1% | -16.3% | +34.5% | +8.1% |
| 5Y | +2.6% | -70.4% | +73.0% | +19.5% |
| 10Y | +379.4% | -74.2% | +453.6% | +378.5% |
| All | +2,731.4% | -42.2% | +2,773.7% | +1,674.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling