+57.0%
ISRG vs PBF
+80.0%
-23.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.8% |
| 7D | -2.0% | +6.5% | -8.5% | -2.3% |
| 30D | +5.6% | -20.0% | +25.5% | +6.4% |
| 3M | +10.5% | -3.3% | +13.9% | +10.3% |
| 6M | +2.6% | +76.8% | -74.2% | -1.5% |
| YTD | -21.7% | +168.9% | -190.6% | -29.3% |
| 1Y | -21.6% | +96.4% | -117.9% | -26.3% |
| 3Y | +57.0% | +77.2% | -20.2% | +35.4% |
| All | +57.0% | +80.0% | -23.0% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling