-10.5%
ISRG vs PEG
-6.2%
-4.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.6% | +8.8% | +9.3% |
| 7D | +8.5% | +1.0% | +7.5% | +8.4% |
| 30D | +18.6% | +6.6% | +12.0% | +18.1% |
| 3M | +30.9% | -3.1% | +34.0% | +31.4% |
| 6M | +6.6% | -7.4% | +13.9% | +7.6% |
| YTD | -14.9% | -6.4% | -8.4% | -13.9% |
| 1Y | -10.5% | -7.4% | -3.1% | -9.8% |
| All | -10.5% | -6.2% | -4.3% | -9.8% |
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