+550.7%
ISRG vs PEGA
+94.5%
+456.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -6.8% | -8.6% | +1.9% | -4.0% |
| 30D | +5.1% | -10.1% | +15.2% | +8.6% |
| 3M | +12.0% | -4.7% | +16.8% | +13.0% |
| 6M | +7.0% | -8.0% | +15.0% | +8.2% |
| YTD | -20.6% | -47.1% | +26.5% | -5.2% |
| 1Y | -21.4% | -47.5% | +26.0% | -6.2% |
| 3Y | +62.0% | +40.2% | +21.7% | +24.1% |
| 5Y | +28.1% | -45.7% | +73.9% | +40.3% |
| 10Y | +550.7% | +85.1% | +465.6% | +328.5% |
| All | +550.7% | +94.5% | +456.2% | +328.5% |
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