+618.1%
ISRG vs PFGC
+419.1%
+199.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -1.6% | -2.2% | +0.6% | -1.1% |
| 30D | -2.3% | -11.9% | +9.7% | +0.5% |
| 3M | -12.4% | +5.0% | -17.4% | -13.5% |
| 6M | -26.8% | +8.6% | -35.4% | -28.5% |
| YTD | -35.3% | +9.7% | -44.9% | -37.2% |
| 1Y | -19.3% | -6.3% | -13.0% | -18.9% |
| 3Y | +18.1% | +58.2% | -40.1% | +4.9% |
| 5Y | +2.6% | +110.4% | -107.8% | -15.2% |
| 10Y | +379.4% | +272.8% | +106.7% | +257.7% |
| All | +618.1% | +419.1% | +199.0% | +412.1% |
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