+550.7%
ISRG vs PTC
+317.3%
+233.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -6.8% | +0.5% | -7.2% | -7.0% |
| 30D | +5.1% | +0.9% | +4.2% | +4.7% |
| 3M | +12.0% | +30.4% | -18.3% | -2.9% |
| 6M | +7.0% | +34.4% | -27.4% | -9.5% |
| YTD | -20.6% | +12.6% | -33.2% | -27.4% |
| 1Y | -21.4% | +10.2% | -31.6% | -27.5% |
| 3Y | +62.0% | +29.4% | +32.6% | +33.2% |
| 5Y | +28.1% | +63.7% | -35.6% | -7.5% |
| 10Y | +550.7% | +316.9% | +233.8% | +203.9% |
| All | +550.7% | +317.3% | +233.4% | +203.9% |
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