+23.9%
ISRG vs PBF
+407.6%
-383.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.7% | -3.3% |
| 7D | +4.8% | -13.8% | +18.6% | +5.6% |
| 30D | +9.2% | -19.6% | +28.8% | +10.3% |
| 3M | +21.2% | +10.3% | +10.9% | +19.9% |
| 6M | +0.2% | +63.4% | -63.2% | -3.8% |
| YTD | -20.1% | +152.6% | -172.7% | -27.1% |
| 1Y | -17.3% | +87.4% | -104.7% | -22.5% |
| 3Y | +63.3% | +63.3% | +0.1% | +48.1% |
| All | +23.9% | +407.6% | -383.7% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling