+3.8%
ISRG vs PCG
-17.9%
+21.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.9% |
| 7D | +4.4% | 0.0% | +4.4% | +4.4% |
| 30D | +15.8% | +5.8% | +9.9% | +16.4% |
| 3M | +24.9% | -22.8% | +47.6% | +22.8% |
| 6M | +3.8% | -18.4% | +22.2% | +1.7% |
| All | +3.8% | -17.9% | +21.7% | +1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling