+21,775.7%
ISRG vs PPG
+904.7%
+20,870.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -2.0% | +0.7% | -2.8% | -2.4% |
| 30D | +5.6% | +17.6% | -12.0% | -3.1% |
| 3M | +10.5% | +7.5% | +3.1% | +6.2% |
| 6M | +2.6% | +17.6% | -15.0% | -6.5% |
| YTD | -21.7% | +22.6% | -44.2% | -31.2% |
| 1Y | -21.6% | +28.0% | -49.6% | -32.8% |
| 3Y | +57.0% | +1.8% | +55.2% | +48.5% |
| 5Y | +25.0% | -15.5% | +40.5% | +28.0% |
| 10Y | +542.1% | +54.9% | +487.2% | +351.4% |
| All | +21,775.7% | +904.7% | +20,870.9% | +5,454.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling