+374.7%
ISRG vs PPG
+26.3%
+348.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +3.0% |
| 7D | -2.5% | -5.1% | +2.6% | 0.0% |
| 30D | -10.2% | -9.6% | -0.6% | -5.6% |
| 3M | -12.5% | -6.4% | -6.1% | -9.8% |
| 6M | -25.8% | +0.5% | -26.3% | -26.8% |
| YTD | -36.4% | +4.4% | -40.8% | -39.0% |
| 1Y | -19.9% | -0.9% | -19.0% | -21.4% |
| 3Y | +20.9% | -17.0% | +37.8% | +27.1% |
| 5Y | +5.7% | -23.7% | +29.3% | +13.8% |
| All | +374.7% | +26.3% | +348.4% | +281.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling