+19.2%
ISRG vs PEP
-12.5%
+31.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.7% |
| 7D | -1.6% | -1.4% | -0.2% | -1.4% |
| 30D | -2.3% | +0.2% | -2.5% | -2.3% |
| 3M | -12.4% | -1.1% | -11.3% | -12.3% |
| 6M | -26.8% | -13.5% | -13.4% | -26.1% |
| YTD | -35.3% | -1.2% | -34.1% | -35.3% |
| 1Y | -19.3% | -1.6% | -17.8% | -19.4% |
| All | +19.2% | -12.5% | +31.7% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling