+533.8%
ISRG vs PFG
+182.5%
+351.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.5% |
| 7D | -6.1% | +0.1% | -6.2% | -6.2% |
| 30D | +4.2% | +5.0% | -0.7% | +2.1% |
| 3M | +9.6% | +0.1% | +9.6% | +9.4% |
| 6M | +1.9% | +13.8% | -11.9% | -4.1% |
| YTD | -22.3% | +31.2% | -53.6% | -31.5% |
| 1Y | -23.2% | +37.1% | -60.2% | -33.6% |
| 3Y | +58.5% | +80.6% | -22.1% | +19.3% |
| 5Y | +23.9% | +93.7% | -69.8% | -11.0% |
| All | +533.8% | +182.5% | +351.3% | +244.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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