+63.1%
ISRG vs PCOR
-10.3%
+73.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | +4.8% | +22.7% | -17.9% | -1.3% |
| 30D | +9.2% | +37.5% | -28.2% | -0.5% |
| 3M | +21.2% | +35.2% | -14.0% | +10.3% |
| 6M | +0.2% | +42.2% | -42.0% | -10.8% |
| YTD | -20.1% | +3.6% | -23.6% | -23.1% |
| 1Y | -17.3% | -4.8% | -12.6% | -18.6% |
| 3Y | +63.3% | +48.3% | +15.0% | +34.4% |
| 5Y | +24.1% | -20.1% | +44.1% | +8.0% |
| All | +63.1% | -10.3% | +73.5% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling