+2.0%
ISRG vs PDD
-22.7%
+24.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -0.9% |
| 7D | -1.6% | -4.1% | +2.5% | -1.1% |
| 30D | -2.3% | -9.6% | +7.3% | -1.1% |
| 3M | -12.4% | -4.3% | -8.2% | -12.0% |
| 6M | -26.8% | -18.8% | -8.1% | -25.2% |
| YTD | -35.3% | -27.5% | -7.8% | -33.0% |
| 1Y | -19.3% | -33.6% | +14.3% | -15.8% |
| 3Y | +18.1% | -20.4% | +38.5% | +17.1% |
| All | +2.0% | -22.7% | +24.7% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling