+22,229.9%
ISRG vs PEG
+1,034.5%
+21,195.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.1% |
| 7D | +4.8% | -2.3% | +7.1% | +5.9% |
| 30D | +9.2% | +1.2% | +8.0% | +8.6% |
| 3M | +21.2% | -2.4% | +23.5% | +22.1% |
| 6M | +0.2% | -6.9% | +7.1% | +3.0% |
| YTD | -20.1% | -7.2% | -12.8% | -18.1% |
| 1Y | -17.3% | -8.9% | -8.5% | -14.7% |
| 3Y | +63.3% | +27.1% | +36.2% | +43.5% |
| 5Y | +24.1% | +33.8% | -9.7% | +5.8% |
| 10Y | +507.0% | +150.2% | +356.8% | +287.4% |
| All | +22,229.9% | +1,034.5% | +21,195.4% | +9,079.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling