+376.2%
ISRG vs PCG
-75.9%
+452.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.3% | -1.1% |
| 7D | -1.6% | -13.9% | +12.3% | -0.5% |
| 30D | -2.3% | -16.9% | +14.6% | -1.0% |
| 3M | -12.4% | -14.7% | +2.3% | -11.5% |
| 6M | -26.8% | -23.8% | -3.0% | -25.3% |
| YTD | -35.3% | -10.5% | -24.8% | -35.0% |
| 1Y | -19.3% | -5.1% | -14.2% | -19.5% |
| 3Y | +18.1% | -11.6% | +29.7% | +18.4% |
| 5Y | +2.6% | +59.0% | -56.4% | -2.0% |
| All | +376.2% | -75.9% | +452.0% | +416.7% |
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