+150.4%
ISRG vs PDD
+192.6%
-42.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.3% | -1.9% |
| 7D | -6.1% | -7.6% | +1.5% | -5.2% |
| 30D | +4.2% | -5.4% | +9.6% | +4.9% |
| 3M | +9.6% | -12.9% | +22.6% | +11.4% |
| 6M | +1.9% | -19.0% | +20.9% | +4.3% |
| YTD | -22.3% | -31.6% | +9.3% | -19.0% |
| 1Y | -23.2% | -43.0% | +19.9% | -18.2% |
| 3Y | +58.5% | -28.9% | +87.4% | +59.6% |
| 5Y | +23.9% | -18.4% | +42.3% | +14.7% |
| All | +150.4% | +192.6% | -42.1% | +74.8% |
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