+162.2%
ISRG vs PDD
+203.8%
-41.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.8% | +2.1% |
| 7D | +5.4% | -1.4% | +6.9% | +5.6% |
| 30D | +8.6% | -1.0% | +9.7% | +8.8% |
| 3M | +21.6% | -12.3% | +33.9% | +23.4% |
| 6M | +2.3% | -18.5% | +20.8% | +4.7% |
| YTD | -18.7% | -29.0% | +10.3% | -15.6% |
| 1Y | -17.8% | -40.7% | +23.0% | -12.9% |
| 3Y | +69.1% | -25.7% | +94.8% | +69.3% |
| 5Y | +26.5% | -3.3% | +29.8% | +14.6% |
| All | +162.2% | +203.8% | -41.6% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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