+356.0%
ISRG vs PFGC
+273.4%
+82.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -4.1% |
| 7D | -5.2% | -2.4% | -2.7% | -4.6% |
| 30D | -7.6% | -15.8% | +8.2% | -3.9% |
| 3M | -16.4% | -0.6% | -15.8% | -16.3% |
| 6M | -28.6% | +10.7% | -39.2% | -30.5% |
| YTD | -38.2% | +7.6% | -45.8% | -39.8% |
| 1Y | -25.5% | -7.8% | -17.7% | -24.8% |
| 3Y | +17.4% | +63.7% | -46.3% | +3.1% |
| 5Y | -3.0% | +112.3% | -115.2% | -20.3% |
| 10Y | +356.0% | +286.7% | +69.3% | +254.9% |
| All | +356.0% | +273.4% | +82.6% | +254.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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