+378.3%
ISRG vs PEGA
+191.9%
+186.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.5% |
| 7D | -1.6% | +3.3% | -4.9% | -2.6% |
| 30D | -2.3% | +17.7% | -20.0% | -7.5% |
| 3M | -12.4% | +5.8% | -18.2% | -14.8% |
| 6M | -26.8% | -20.3% | -6.6% | -22.6% |
| YTD | -35.3% | -37.1% | +1.9% | -26.8% |
| 1Y | -19.3% | -30.2% | +10.9% | -12.2% |
| 3Y | +18.1% | +48.1% | -30.0% | -9.3% |
| 5Y | +2.6% | -46.8% | +49.4% | +16.1% |
| All | +378.3% | +191.9% | +186.4% | +216.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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