+7.7%
ISRG vs PGR
+159.7%
-152.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.3% |
| 7D | +0.7% | -0.6% | +1.3% | +0.8% |
| 30D | -8.0% | +4.9% | -12.9% | -9.0% |
| 3M | -10.6% | +7.6% | -18.2% | -12.2% |
| 6M | -25.1% | +8.3% | -33.4% | -26.7% |
| YTD | -34.8% | +1.7% | -36.6% | -35.4% |
| 1Y | -19.0% | -6.8% | -12.2% | -18.0% |
| 3Y | +22.1% | +73.4% | -51.4% | +3.2% |
| All | +7.7% | +159.7% | -152.0% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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