+2.0%
ISRG vs PRU
+48.6%
-46.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.4% |
| 7D | -1.6% | +1.9% | -3.4% | -2.5% |
| 30D | -2.3% | +2.7% | -5.0% | -3.5% |
| 3M | -12.4% | +19.5% | -31.9% | -19.4% |
| 6M | -26.8% | +26.6% | -53.5% | -34.6% |
| YTD | -35.3% | +12.3% | -47.6% | -39.0% |
| 1Y | -19.3% | +18.0% | -37.4% | -25.9% |
| 3Y | +18.1% | +47.0% | -28.9% | -5.6% |
| All | +2.0% | +48.6% | -46.5% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling