+17,983.8%
ISRG vs PPG
+817.1%
+17,166.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -1.7% |
| 7D | -1.6% | -1.5% | -0.1% | -0.9% |
| 30D | -2.3% | -5.0% | +2.7% | +0.3% |
| 3M | -12.4% | +1.1% | -13.6% | -13.2% |
| 6M | -26.8% | -3.2% | -23.7% | -26.6% |
| YTD | -35.3% | +11.9% | -47.1% | -40.2% |
| 1Y | -19.3% | +5.3% | -24.6% | -23.4% |
| 3Y | +18.1% | -15.0% | +33.1% | +23.0% |
| 5Y | +2.6% | -19.6% | +22.2% | +7.9% |
| 10Y | +379.4% | +27.0% | +352.4% | +273.7% |
| All | +17,983.8% | +817.1% | +17,166.8% | +4,728.5% |
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 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