+536.3%
ISRG vs PTC
+326.2%
+210.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | +5.4% | +0.8% | +4.6% | +5.1% |
| 30D | +8.6% | +0.7% | +7.9% | +8.3% |
| 3M | +21.6% | +32.6% | -11.0% | +4.5% |
| 6M | +2.3% | +33.6% | -31.2% | -13.1% |
| YTD | -18.7% | +12.4% | -31.1% | -25.6% |
| 1Y | -17.8% | +11.2% | -29.0% | -24.5% |
| 3Y | +69.1% | +31.7% | +37.4% | +37.8% |
| 5Y | +26.5% | +60.1% | -33.6% | -7.8% |
| 10Y | +536.3% | +317.2% | +219.1% | +196.3% |
| All | +536.3% | +326.2% | +210.1% | +196.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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