+352.9%
ISRG vs PENG
+597.2%
-244.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +12.4% | -15.7% | -5.2% |
| 7D | +4.8% | -19.4% | +24.3% | +7.2% |
| 30D | +9.2% | -42.4% | +51.6% | +16.9% |
| 3M | +21.2% | -25.6% | +46.8% | +23.4% |
| 6M | +0.2% | +7.3% | -7.0% | -8.6% |
| YTD | -20.1% | +113.9% | -133.9% | -37.0% |
| 1Y | -17.3% | +93.6% | -110.9% | -33.8% |
| 3Y | +63.3% | +170.2% | -106.9% | +16.0% |
| 5Y | +24.1% | +44.2% | -20.1% | -6.8% |
| All | +352.9% | +597.2% | -244.3% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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