+23.9%
ISRG vs PCG
+13.7%
+10.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.9% |
| 7D | +4.8% | -1.6% | +6.4% | +5.3% |
| 30D | +9.2% | +1.4% | +7.8% | +8.8% |
| 3M | +21.2% | -23.4% | +44.6% | +28.1% |
| 6M | +0.2% | -19.4% | +19.6% | +3.9% |
| YTD | -20.1% | -18.5% | -1.6% | -17.9% |
| 1Y | -17.3% | -19.5% | +2.2% | -14.8% |
| 3Y | +63.3% | -21.0% | +84.3% | +65.1% |
| All | +23.9% | +13.7% | +10.2% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling