+386.2%
ISRG vs PSLV
+190.6%
+195.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.4% |
| 7D | +0.7% | -3.5% | +4.1% | +1.2% |
| 30D | -8.0% | -2.1% | -5.9% | -7.8% |
| 3M | -10.6% | -1.6% | -9.0% | -10.7% |
| 6M | -25.1% | -25.5% | +0.4% | -21.8% |
| YTD | -34.8% | -11.4% | -23.4% | -36.5% |
| 1Y | -19.0% | +48.6% | -67.6% | -31.0% |
| 3Y | +22.1% | +166.9% | -144.8% | -12.1% |
| 5Y | +8.2% | +152.4% | -144.2% | -22.3% |
| All | +386.2% | +190.6% | +195.6% | +197.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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