+536.3%
ISRG vs PBF
+299.9%
+236.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.7% | +1.4% |
| 7D | +5.4% | -7.4% | +12.8% | +6.1% |
| 30D | +8.6% | -17.5% | +26.1% | +10.4% |
| 3M | +21.6% | +13.1% | +8.5% | +19.3% |
| 6M | +2.3% | +72.6% | -70.3% | -4.6% |
| YTD | -18.7% | +161.2% | -179.9% | -28.7% |
| 1Y | -17.8% | +93.3% | -111.1% | -25.5% |
| 3Y | +69.1% | +80.7% | -11.6% | +49.6% |
| 5Y | +26.5% | +396.1% | -369.6% | -4.8% |
| 10Y | +536.3% | +252.3% | +284.0% | +367.0% |
| All | +536.3% | +299.9% | +236.4% | +367.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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