+1,418.3%
ISRG vs PSLV
+57.8%
+1,360.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.1% |
| 7D | -2.0% | -6.3% | +4.3% | -1.2% |
| 30D | +5.6% | -12.7% | +18.2% | +7.3% |
| 3M | +10.5% | -24.7% | +35.3% | +14.1% |
| 6M | +2.6% | -44.6% | +47.2% | +9.7% |
| YTD | -21.7% | -33.3% | +11.6% | -19.9% |
| 1Y | -21.6% | -8.6% | -13.0% | -23.4% |
| 3Y | +57.0% | +108.2% | -51.1% | +35.4% |
| 5Y | +25.0% | +79.1% | -54.1% | +8.9% |
| 10Y | +542.1% | +137.7% | +404.4% | +431.5% |
| All | +1,418.3% | +57.8% | +1,360.5% | +1,107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling