-1.0%
ISRG vs PNR
-20.5%
+19.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.8% |
| 7D | -5.0% | -3.9% | -1.1% | -3.2% |
| 30D | -10.2% | -13.8% | +3.6% | -3.6% |
| 3M | -17.2% | -22.5% | +5.3% | -7.4% |
| 6M | -28.4% | -37.2% | +8.7% | -11.6% |
| YTD | -37.6% | -44.2% | +6.6% | -18.6% |
| 1Y | -24.4% | -46.6% | +22.2% | +0.9% |
| 3Y | +18.4% | -12.5% | +31.0% | +18.0% |
| 5Y | -1.0% | -19.3% | +18.4% | -3.1% |
| All | -1.0% | -20.5% | +19.5% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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