+69.1%
ISRG vs PCG
-18.9%
+88.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.5% |
| 7D | +5.4% | -1.1% | +6.5% | +5.6% |
| 30D | +8.6% | +0.1% | +8.6% | +8.6% |
| 3M | +21.6% | -24.4% | +46.0% | +26.3% |
| 6M | +2.3% | -17.7% | +20.0% | +3.9% |
| YTD | -18.7% | -17.4% | -1.3% | -17.9% |
| 1Y | -17.8% | -19.4% | +1.6% | -16.4% |
| 3Y | +69.1% | -18.6% | +87.7% | +66.3% |
| All | +69.1% | -18.9% | +88.0% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling