+23,005.1%
ISRG vs PCG
-15.2%
+23,020.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.7% |
| 7D | +4.4% | 0.0% | +4.4% | +4.4% |
| 30D | +15.8% | +5.8% | +9.9% | +14.9% |
| 3M | +24.9% | -22.8% | +47.6% | +28.1% |
| 6M | +3.8% | -18.4% | +22.2% | +5.7% |
| YTD | -17.3% | -16.9% | -0.4% | -16.1% |
| 1Y | -14.6% | -17.6% | +3.0% | -13.3% |
| 3Y | +68.2% | -20.0% | +88.2% | +70.5% |
| 5Y | +28.4% | +16.0% | +12.4% | +24.0% |
| 10Y | +528.0% | -76.7% | +604.7% | +560.2% |
| All | +23,005.1% | -15.2% | +23,020.3% | +20,222.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling