-10.5%
ISRG vs PCG
-14.1%
+3.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.8% | +8.6% | +9.4% |
| 7D | +8.5% | +1.9% | +6.6% | +8.7% |
| 30D | +18.6% | +8.5% | +10.1% | +19.2% |
| 3M | +30.9% | -22.9% | +53.8% | +30.4% |
| 6M | +6.6% | -16.8% | +23.3% | +5.7% |
| YTD | -14.9% | -15.8% | +0.9% | -15.1% |
| 1Y | -10.5% | -16.0% | +5.5% | -11.3% |
| All | -10.5% | -14.1% | +3.6% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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