+550.7%
ISRG vs PRU
+102.7%
+448.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -6.8% | -2.8% | -3.9% | -5.5% |
| 30D | +5.1% | +8.5% | -3.4% | +1.5% |
| 3M | +12.0% | +1.7% | +10.3% | +11.1% |
| 6M | +7.0% | +24.8% | -17.7% | -3.0% |
| YTD | -20.6% | +13.3% | -33.9% | -25.3% |
| 1Y | -21.4% | +21.4% | -42.8% | -28.4% |
| 3Y | +62.0% | +54.8% | +7.2% | +30.0% |
| 5Y | +28.1% | +42.4% | -14.2% | +5.6% |
| 10Y | +550.7% | +98.4% | +452.3% | +327.5% |
| All | +550.7% | +102.7% | +448.0% | +327.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling