-19.3%
ISRG vs PRU
+19.0%
-38.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.5% |
| 7D | -1.6% | +1.9% | -3.4% | -2.3% |
| 30D | -2.3% | +2.7% | -5.0% | -3.3% |
| 3M | -12.4% | +19.5% | -31.9% | -17.7% |
| 6M | -26.8% | +26.6% | -53.5% | -32.6% |
| YTD | -35.3% | +12.3% | -47.6% | -38.1% |
| 1Y | -19.3% | +18.0% | -37.4% | -26.4% |
| All | -19.3% | +19.0% | -38.3% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling