+382.2%
ISRG vs PENG
+705.8%
-323.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -9.1% | +18.5% | +10.8% |
| 7D | +8.5% | -20.5% | +29.0% | +11.9% |
| 30D | +18.6% | -20.4% | +39.0% | +21.3% |
| 3M | +30.9% | -16.4% | +47.3% | +31.8% |
| 6M | +6.6% | +49.2% | -42.7% | -7.8% |
| YTD | -14.9% | +147.2% | -162.1% | -33.9% |
| 1Y | -10.5% | +124.7% | -135.2% | -29.5% |
| 3Y | +73.1% | +230.3% | -157.2% | +19.7% |
| 5Y | +32.7% | +71.4% | -38.7% | -2.4% |
| All | +382.2% | +705.8% | -323.7% | +176.0% |
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