+500.7%
ISRG vs PTC
+334.9%
+165.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | +4.8% | -0.2% | +5.1% | +4.9% |
| 30D | +9.2% | +0.8% | +8.5% | +8.9% |
| 3M | +21.2% | +32.1% | -10.9% | +4.4% |
| 6M | +0.2% | +42.6% | -42.4% | -17.7% |
| YTD | -20.1% | +12.0% | -32.0% | -26.7% |
| 1Y | -17.3% | +12.2% | -29.5% | -24.4% |
| 3Y | +63.3% | +31.2% | +32.1% | +33.3% |
| 5Y | +24.1% | +54.9% | -30.8% | -8.2% |
| All | +500.7% | +334.9% | +165.7% | +177.3% |
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