+536.3%
ISRG vs PEGA
+99.2%
+437.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +3.0% |
| 7D | +5.4% | -10.0% | +15.4% | +9.1% |
| 30D | +8.6% | -12.7% | +21.3% | +13.3% |
| 3M | +21.6% | -4.6% | +26.2% | +22.6% |
| 6M | +2.3% | -13.1% | +15.4% | +5.5% |
| YTD | -18.7% | -47.6% | +28.9% | -2.7% |
| 1Y | -17.8% | -47.0% | +29.3% | -2.2% |
| 3Y | +69.1% | +42.0% | +27.1% | +29.0% |
| 5Y | +26.5% | -47.8% | +74.3% | +41.0% |
| 10Y | +536.3% | +92.0% | +444.3% | +338.7% |
| All | +536.3% | +99.2% | +437.1% | +338.7% |
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