+536.3%
ISRG vs PFGC
+360.0%
+176.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | +0.8% |
| 7D | +5.4% | +10.8% | -5.4% | +2.9% |
| 30D | +8.6% | +17.8% | -9.2% | +4.5% |
| 3M | +21.6% | -2.7% | +24.3% | +22.0% |
| 6M | +2.3% | +20.0% | -17.7% | -2.3% |
| YTD | -18.7% | +24.3% | -43.0% | -23.5% |
| 1Y | -17.8% | +13.2% | -31.0% | -21.0% |
| 3Y | +69.1% | +85.9% | -16.8% | +44.0% |
| 5Y | +26.5% | +141.0% | -114.6% | +0.9% |
| 10Y | +536.3% | +370.6% | +165.7% | +390.6% |
| All | +536.3% | +360.0% | +176.3% | +390.6% |
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