+550.7%
ISRG vs PPL
+65.2%
+485.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.3% |
| 7D | -6.8% | -1.0% | -5.8% | -6.4% |
| 30D | +5.1% | +3.0% | +2.1% | +3.6% |
| 3M | +12.0% | +1.1% | +10.9% | +11.2% |
| 6M | +7.0% | -0.8% | +7.8% | +7.1% |
| YTD | -20.6% | +3.5% | -24.1% | -22.5% |
| 1Y | -21.4% | -0.9% | -20.5% | -21.9% |
| 3Y | +62.0% | +54.2% | +7.8% | +27.6% |
| 5Y | +28.1% | +46.3% | -18.1% | +3.3% |
| 10Y | +550.7% | +65.0% | +485.6% | +364.4% |
| All | +550.7% | +65.2% | +485.4% | +364.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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