+17,983.8%
ISRG vs PEG
+1,041.1%
+16,942.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.6% | +0.7% | -2.3% | -1.9% |
| 30D | -2.3% | -2.4% | +0.2% | -1.3% |
| 3M | -12.4% | -4.8% | -7.7% | -10.6% |
| 6M | -26.8% | -10.7% | -16.1% | -23.4% |
| YTD | -35.3% | -6.7% | -28.6% | -33.7% |
| 1Y | -19.3% | -6.8% | -12.5% | -17.5% |
| 3Y | +18.1% | +34.5% | -16.3% | +1.2% |
| 5Y | +2.6% | +35.8% | -33.1% | -12.9% |
| 10Y | +379.4% | +141.7% | +237.7% | +210.8% |
| All | +17,983.8% | +1,041.1% | +16,942.7% | +7,333.5% |
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