+17,320.1%
ISRG vs PGR
+6,020.7%
+11,299.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -5.0% | -2.7% | -2.4% | -4.0% |
| 30D | -10.2% | +0.7% | -10.9% | -10.6% |
| 3M | -17.2% | +7.7% | -24.9% | -20.1% |
| 6M | -28.4% | +4.3% | -32.7% | -30.4% |
| YTD | -37.6% | +0.7% | -38.4% | -38.7% |
| 1Y | -24.4% | -5.7% | -18.8% | -24.1% |
| 3Y | +18.4% | +73.7% | -55.2% | -9.3% |
| 5Y | -1.0% | +158.4% | -159.4% | -37.6% |
| 10Y | +370.1% | +810.5% | -440.4% | +72.3% |
| All | +17,320.1% | +6,020.7% | +11,299.3% | +3,956.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling