+2.0%
ISRG vs PFGC
+111.4%
-109.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -1.6% | -2.2% | +0.6% | -0.8% |
| 30D | -2.3% | -11.9% | +9.7% | +2.3% |
| 3M | -12.4% | +5.0% | -17.4% | -14.3% |
| 6M | -26.8% | +8.6% | -35.4% | -29.6% |
| YTD | -35.3% | +9.7% | -44.9% | -38.6% |
| 1Y | -19.3% | -6.3% | -13.0% | -18.4% |
| 3Y | +18.1% | +58.2% | -40.1% | -5.8% |
| All | +2.0% | +111.4% | -109.3% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling