+25.5%
ISRG vs PSLV
+79.9%
-54.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.2% |
| 7D | -2.0% | -6.3% | +4.3% | -1.1% |
| 30D | +5.6% | -12.7% | +18.2% | +7.5% |
| 3M | +10.5% | -24.7% | +35.3% | +14.6% |
| 6M | +2.6% | -44.6% | +47.2% | +11.2% |
| YTD | -21.7% | -33.3% | +11.6% | -21.1% |
| 1Y | -21.6% | -8.6% | -13.0% | -27.1% |
| 3Y | +57.0% | +108.2% | -51.1% | +13.6% |
| All | +25.5% | +79.9% | -54.5% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling