+32.1%
ISRG vs PCOR
-30.9%
+63.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.4% | +0.4% |
| 7D | -1.6% | -9.0% | +7.4% | +1.0% |
| 30D | -2.3% | +4.2% | -6.4% | -3.7% |
| 3M | -12.4% | +14.4% | -26.9% | -16.4% |
| 6M | -26.8% | +0.2% | -27.0% | -28.4% |
| YTD | -35.3% | -20.3% | -15.0% | -32.6% |
| 1Y | -19.3% | -16.1% | -3.2% | -17.9% |
| 3Y | +18.1% | -14.7% | +32.9% | +14.4% |
| 5Y | +2.6% | -43.2% | +45.8% | -3.4% |
| All | +32.1% | -30.9% | +63.1% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling