+19.2%
ISRG vs PFG
+67.7%
-48.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.2% |
| 7D | -1.6% | +5.5% | -7.1% | -4.0% |
| 30D | -2.3% | +2.4% | -4.6% | -3.4% |
| 3M | -12.4% | +13.6% | -26.0% | -17.4% |
| 6M | -26.8% | +27.9% | -54.7% | -34.5% |
| YTD | -35.3% | +35.6% | -70.8% | -43.6% |
| 1Y | -19.3% | +48.5% | -67.8% | -32.7% |
| All | +19.2% | +67.7% | -48.5% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling