+356.0%
ISRG vs PEG
+145.3%
+210.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.9% |
| 7D | -5.2% | +1.0% | -6.2% | -5.7% |
| 30D | -7.6% | -1.9% | -5.7% | -6.8% |
| 3M | -16.4% | -3.7% | -12.7% | -14.8% |
| 6M | -28.6% | -9.4% | -19.1% | -25.2% |
| YTD | -38.2% | -6.0% | -32.2% | -36.7% |
| 1Y | -25.5% | -4.4% | -21.1% | -24.7% |
| 3Y | +17.4% | +33.5% | -16.1% | -2.7% |
| 5Y | -3.0% | +35.7% | -38.7% | -21.0% |
| 10Y | +356.0% | +140.4% | +215.6% | +173.7% |
| All | +356.0% | +145.3% | +210.7% | +173.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling