+17,983.8%
ISRG vs PPL
+864.9%
+17,118.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.6% | +2.7% | -4.2% | -2.7% |
| 30D | -2.3% | +0.5% | -2.7% | -2.5% |
| 3M | -12.4% | +0.7% | -13.1% | -12.8% |
| 6M | -26.8% | -7.6% | -19.2% | -24.7% |
| YTD | -35.3% | +1.8% | -37.1% | -36.1% |
| 1Y | -19.3% | -0.8% | -18.6% | -19.7% |
| 3Y | +18.1% | +56.9% | -38.7% | -4.3% |
| 5Y | +2.6% | +39.5% | -36.9% | -12.7% |
| 10Y | +379.4% | +55.4% | +324.0% | +275.2% |
| All | +17,983.8% | +864.9% | +17,118.9% | +6,932.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling