+539.2%
ISRG vs PCG
-76.0%
+615.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.6% |
| 7D | -2.0% | +2.2% | -4.2% | -2.2% |
| 30D | +5.6% | +0.8% | +4.8% | +5.5% |
| 3M | +10.5% | -23.8% | +34.3% | +12.8% |
| 6M | +2.6% | -19.6% | +22.2% | +4.1% |
| YTD | -21.7% | -16.7% | -4.9% | -20.9% |
| 1Y | -21.6% | -19.4% | -2.2% | -20.5% |
| 3Y | +57.0% | -18.3% | +75.3% | +58.4% |
| 5Y | +25.0% | +10.4% | +14.6% | +22.6% |
| All | +539.2% | -76.0% | +615.2% | +571.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling