+537.3%
ISRG vs PPL
+65.3%
+472.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.3% | -2.3% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +6.2% | +4.3% | +1.9% | +4.1% |
| 3M | +14.4% | +2.9% | +11.5% | +12.6% |
| 6M | 0.0% | +1.1% | -1.1% | -0.8% |
| YTD | -20.5% | +4.5% | -25.0% | -22.8% |
| 1Y | -21.9% | +0.1% | -22.0% | -22.7% |
| 3Y | +62.2% | +55.7% | +6.5% | +27.2% |
| 5Y | +25.2% | +47.6% | -22.4% | +0.6% |
| 10Y | +537.3% | +66.8% | +470.5% | +352.8% |
| All | +537.3% | +65.3% | +472.0% | +352.8% |
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