+59.1%
ISRG vs PEGA
+41.6%
+17.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -6.8% | -8.6% | +1.9% | -5.0% |
| 30D | +5.1% | -10.1% | +15.2% | +7.4% |
| 3M | +12.0% | -4.7% | +16.8% | +12.8% |
| 6M | +7.0% | -8.0% | +15.0% | +7.8% |
| YTD | -20.6% | -47.1% | +26.5% | -11.4% |
| 1Y | -21.4% | -47.5% | +26.0% | -12.3% |
| All | +59.1% | +41.6% | +17.5% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling