+343.7%
ISRG vs PENG
+689.3%
-345.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.3% | +1.7% |
| 7D | -2.0% | +13.2% | -15.3% | -4.0% |
| 30D | +5.6% | -29.9% | +35.5% | +9.7% |
| 3M | +10.5% | -22.2% | +32.8% | +11.9% |
| 6M | +2.6% | -1.9% | +4.5% | -4.4% |
| YTD | -21.7% | +142.1% | -163.8% | -39.5% |
| 1Y | -21.6% | +151.5% | -173.1% | -39.9% |
| 3Y | +57.0% | +206.9% | -149.9% | +9.2% |
| 5Y | +25.0% | +58.2% | -33.3% | -7.4% |
| All | +343.7% | +689.3% | -345.7% | +152.8% |
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