+537.3%
ISRG vs PEP
+83.1%
+454.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.9% |
| 7D | +2.1% | +4.6% | -2.5% | -0.1% |
| 30D | +6.2% | +14.0% | -7.9% | -0.8% |
| 3M | +14.4% | +5.4% | +9.0% | +11.1% |
| 6M | 0.0% | -5.1% | +5.1% | +2.6% |
| YTD | -20.5% | +3.1% | -23.6% | -22.8% |
| 1Y | -21.9% | +4.8% | -26.7% | -24.9% |
| 3Y | +62.2% | -4.1% | +66.3% | +58.9% |
| 5Y | +25.2% | +3.0% | +22.2% | +16.8% |
| 10Y | +537.3% | +89.6% | +447.7% | +375.1% |
| All | +537.3% | +83.1% | +454.2% | +375.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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