+23.9%
ISRG vs PEGA
-45.0%
+68.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.7% |
| 7D | -6.1% | -4.6% | -1.6% | -5.1% |
| 30D | +4.2% | -6.8% | +11.0% | +5.9% |
| 3M | +9.6% | +2.6% | +7.1% | +8.5% |
| 6M | +1.9% | -5.4% | +7.2% | +2.1% |
| YTD | -22.3% | -46.0% | +23.7% | -11.8% |
| 1Y | -23.2% | -45.6% | +22.5% | -13.1% |
| 3Y | +58.5% | +43.2% | +15.4% | +33.8% |
| 5Y | +23.9% | -45.3% | +69.2% | +39.1% |
| All | +23.9% | -45.0% | +68.9% | +39.1% |
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