+368.6%
ISRG vs PENG
+520.3%
-151.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -23.0% | +20.2% | +0.6% |
| 7D | +4.4% | -36.7% | +41.1% | +10.9% |
| 30D | +15.8% | -42.0% | +57.8% | +23.7% |
| 3M | +24.9% | -33.2% | +58.1% | +29.5% |
| 6M | +3.8% | +2.1% | +1.7% | -4.8% |
| YTD | -17.3% | +90.3% | -107.6% | -33.5% |
| 1Y | -14.6% | +67.7% | -82.2% | -29.9% |
| 3Y | +68.2% | +154.2% | -86.0% | +20.4% |
| 5Y | +28.4% | +28.3% | +0.1% | -1.7% |
| All | +368.6% | +520.3% | -151.7% | +177.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling