-25.5%
ISRG vs PFGC
-8.4%
-17.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -4.3% |
| 7D | -5.2% | -2.4% | -2.7% | -4.9% |
| 30D | -7.6% | -15.8% | +8.2% | -5.8% |
| 3M | -16.4% | -0.6% | -15.8% | -15.8% |
| 6M | -28.6% | +10.7% | -39.2% | -28.7% |
| YTD | -38.2% | +7.6% | -45.8% | -38.7% |
| 1Y | -25.5% | -7.8% | -17.7% | -21.9% |
| All | -25.5% | -8.4% | -17.1% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling