+378.3%
ISRG vs PEP
+74.1%
+304.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.5% |
| 7D | -1.6% | -1.4% | -0.2% | -0.8% |
| 30D | -2.3% | +0.2% | -2.5% | -2.4% |
| 3M | -12.4% | -1.1% | -11.3% | -11.8% |
| 6M | -26.8% | -13.5% | -13.4% | -21.3% |
| YTD | -35.3% | -1.2% | -34.1% | -35.5% |
| 1Y | -19.3% | -1.6% | -17.8% | -20.0% |
| 3Y | +18.1% | -12.5% | +30.7% | +22.5% |
| 5Y | +2.6% | +3.0% | -0.4% | -4.7% |
| All | +378.3% | +74.1% | +304.2% | +248.2% |
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