-20.1%
ISRG vs PRU
+20.8%
-40.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.6% | +0.6% |
| 7D | +5.4% | +3.2% | +2.3% | +4.2% |
| 30D | +8.6% | +7.9% | +0.7% | +5.5% |
| 3M | +21.6% | +1.8% | +19.8% | +20.5% |
| 6M | +2.3% | +24.1% | -21.8% | -5.2% |
| YTD | -18.7% | +12.4% | -31.0% | -22.8% |
| All | -20.1% | +20.8% | -40.9% | -27.3% |
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