-20.1%
ISRG vs PBF
+92.2%
-112.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.7% | +2.0% |
| 7D | +5.4% | -7.4% | +12.8% | +4.6% |
| 30D | +8.6% | -17.5% | +26.1% | +6.9% |
| 3M | +21.6% | +13.1% | +8.5% | +23.5% |
| 6M | +2.3% | +72.6% | -70.3% | +9.2% |
| YTD | -18.7% | +161.2% | -179.9% | -10.8% |
| All | -20.1% | +92.2% | -112.3% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling