-19.3%
ISRG vs PEG
-7.0%
-12.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | -2.3% | -2.4% | +0.2% | -1.9% |
| 3M | -12.4% | -4.8% | -7.7% | -11.5% |
| 6M | -26.8% | -10.7% | -16.1% | -25.8% |
| YTD | -35.3% | -6.7% | -28.6% | -34.6% |
| 1Y | -19.3% | -6.8% | -12.5% | -18.4% |
| All | -19.3% | -7.0% | -12.3% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling