-17.3%
ISRG vs PCG
-20.1%
+2.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -3.4% |
| 7D | +4.8% | -1.6% | +6.4% | +4.7% |
| 30D | +9.2% | +1.4% | +7.8% | +9.4% |
| 3M | +21.2% | -23.4% | +44.6% | +20.1% |
| 6M | +0.2% | -19.4% | +19.6% | -0.7% |
| YTD | -20.1% | -18.5% | -1.6% | -20.4% |
| 1Y | -17.3% | -19.5% | +2.2% | -18.5% |
| All | -17.3% | -20.1% | +2.8% | -18.5% |
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