+786.7%
ISRG vs PFGC
+465.8%
+320.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.9% |
| 7D | +4.8% | +8.5% | -3.7% | +2.8% |
| 30D | +9.2% | +15.0% | -5.8% | +5.7% |
| 3M | +21.2% | -6.2% | +27.3% | +22.6% |
| 6M | +0.2% | +15.7% | -15.5% | -3.4% |
| YTD | -20.1% | +19.6% | -39.6% | -24.0% |
| 1Y | -17.3% | +13.2% | -30.5% | -20.5% |
| 3Y | +63.3% | +77.0% | -13.6% | +41.2% |
| 5Y | +24.1% | +121.5% | -97.4% | +1.1% |
| 10Y | +507.0% | +354.5% | +152.4% | +337.7% |
| All | +786.7% | +465.8% | +320.9% | +519.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling