+18,337.4%
ISRG vs PFG
+1,015.3%
+17,322.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | -1.6% | +5.5% | -7.1% | -3.5% |
| 30D | -2.3% | +2.4% | -4.6% | -3.2% |
| 3M | -12.4% | +13.6% | -26.0% | -16.3% |
| 6M | -26.8% | +27.9% | -54.7% | -32.9% |
| YTD | -35.3% | +35.6% | -70.8% | -41.8% |
| 1Y | -19.3% | +48.5% | -67.8% | -29.9% |
| 3Y | +18.1% | +66.9% | -48.7% | -2.2% |
| 5Y | +2.6% | +111.0% | -108.3% | -22.2% |
| 10Y | +379.4% | +244.5% | +134.9% | +191.5% |
| All | +18,337.4% | +1,015.3% | +17,322.1% | +7,018.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling