+22,666.5%
ISRG vs PFG
+960.1%
+21,706.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -2.8% |
| 7D | +4.8% | -0.6% | +5.5% | +5.2% |
| 30D | +9.2% | +2.0% | +7.2% | +8.6% |
| 3M | +21.2% | -3.2% | +24.3% | +22.3% |
| 6M | +0.2% | +10.9% | -10.7% | -3.4% |
| YTD | -20.1% | +28.8% | -48.9% | -26.9% |
| 1Y | -17.3% | +39.2% | -56.5% | -26.4% |
| 3Y | +63.3% | +75.0% | -11.7% | +33.2% |
| 5Y | +24.1% | +91.9% | -67.9% | -2.8% |
| 10Y | +507.0% | +202.3% | +304.6% | +285.4% |
| All | +22,666.5% | +960.1% | +21,706.3% | +8,845.6% |
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 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