+155.9%
ISRG vs PDD
+198.2%
-42.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -6.8% | -3.8% | -2.9% | -6.3% |
| 30D | +5.1% | -2.4% | +7.5% | +5.4% |
| 3M | +12.0% | -12.7% | +24.7% | +13.8% |
| 6M | +7.0% | -20.0% | +27.0% | +9.7% |
| YTD | -20.6% | -30.3% | +9.7% | -17.4% |
| 1Y | -21.4% | -42.4% | +20.9% | -16.5% |
| 3Y | +62.0% | -27.5% | +89.5% | +62.7% |
| 5Y | +28.1% | -14.9% | +43.1% | +18.0% |
| All | +155.9% | +198.2% | -42.2% | +78.2% |
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