+22,116.4%
ISRG vs PRU
+809.8%
+21,306.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -1.6% |
| 7D | +4.4% | +4.8% | -0.4% | +2.8% |
| 30D | +15.8% | +7.9% | +7.9% | +12.7% |
| 3M | +24.9% | +3.1% | +21.8% | +23.5% |
| 6M | +3.8% | +25.2% | -21.4% | -4.3% |
| YTD | -17.3% | +12.7% | -30.0% | -21.1% |
| 1Y | -14.6% | +23.5% | -38.1% | -21.2% |
| 3Y | +68.2% | +50.6% | +17.6% | +43.0% |
| 5Y | +28.4% | +40.9% | -12.5% | +10.9% |
| 10Y | +528.0% | +125.5% | +402.6% | +329.6% |
| All | +22,116.4% | +809.8% | +21,306.6% | +6,479.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling