-1.0%
ISRG vs PPG
-20.0%
+19.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.9% |
| 7D | -5.0% | -3.7% | -1.3% | -3.4% |
| 30D | -10.2% | -7.2% | -3.0% | -7.1% |
| 3M | -17.2% | -7.3% | -9.9% | -14.4% |
| 6M | -28.4% | +0.3% | -28.7% | -29.1% |
| YTD | -37.6% | +6.5% | -44.2% | -40.6% |
| 1Y | -24.4% | +0.5% | -25.0% | -26.1% |
| 3Y | +18.4% | -15.3% | +33.7% | +22.8% |
| 5Y | -1.0% | -22.9% | +21.9% | +7.9% |
| All | -1.0% | -20.0% | +19.0% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling