+3,194.7%
ISRG vs PSKY
-63.1%
+3,257.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | +1.0% |
| 7D | +0.6% | -24.6% | +25.2% | +7.5% |
| 30D | +12.9% | -36.1% | +49.0% | +25.6% |
| 3M | -22.2% | -53.4% | +31.1% | -5.2% |
| 6M | -22.2% | -53.4% | +31.1% | -5.2% |
| YTD | -22.2% | -53.4% | +31.1% | -5.2% |
| 1Y | -1.8% | -58.4% | +56.5% | +23.1% |
| 3Y | +55.6% | -40.7% | +96.3% | +60.2% |
| 5Y | +28.7% | -80.0% | +108.7% | +70.6% |
| 10Y | +437.2% | -84.4% | +521.6% | +535.1% |
| All | +3,194.7% | -63.1% | +3,257.8% | +2,290.2% |
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