+539.2%
ISRG vs PPL
+67.2%
+472.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.3% |
| 7D | -2.0% | -0.4% | -1.7% | -1.9% |
| 30D | +5.6% | +2.6% | +2.9% | +4.2% |
| 3M | +10.5% | +0.8% | +9.7% | +9.9% |
| 6M | +2.6% | +1.4% | +1.2% | +1.7% |
| YTD | -21.7% | +4.3% | -26.0% | -23.8% |
| 1Y | -21.6% | +0.8% | -22.3% | -22.6% |
| 3Y | +57.0% | +57.9% | -0.9% | +22.3% |
| 5Y | +25.0% | +48.3% | -23.3% | +0.1% |
| All | +539.2% | +67.2% | +472.0% | +351.9% |
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