+28.1%
ISRG vs PCG
+7.2%
+20.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -6.8% | -2.2% | -4.5% | -6.2% |
| 30D | +5.1% | -0.5% | +5.6% | +5.2% |
| 3M | +12.0% | -24.0% | +36.0% | +18.9% |
| 6M | +7.0% | -18.6% | +25.6% | +10.7% |
| YTD | -20.6% | -17.7% | -3.0% | -18.7% |
| 1Y | -21.4% | -20.0% | -1.4% | -18.8% |
| 3Y | +62.0% | -20.2% | +82.2% | +63.4% |
| 5Y | +28.1% | +8.4% | +19.8% | +10.5% |
| All | +28.1% | +7.2% | +20.9% | +10.5% |
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 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