+23.9%
ISRG vs PEGA
-45.3%
+69.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.5% | +0.1% | -2.5% |
| 7D | +4.8% | -4.5% | +9.3% | +6.0% |
| 30D | +9.2% | -5.7% | +14.9% | +10.7% |
| 3M | +21.2% | +2.6% | +18.6% | +19.9% |
| 6M | +0.2% | -10.6% | +10.8% | +1.9% |
| YTD | -20.1% | -45.5% | +25.4% | -9.4% |
| 1Y | -17.3% | -44.8% | +27.4% | -6.8% |
| 3Y | +63.3% | +45.5% | +17.8% | +37.3% |
| All | +23.9% | -45.3% | +69.2% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling