+537.3%
ISRG vs PTC
+315.4%
+222.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | +2.1% | +1.3% | +0.8% | +1.6% |
| 30D | +6.2% | +1.1% | +5.1% | +5.7% |
| 3M | +14.4% | +30.1% | -15.7% | -0.8% |
| 6M | 0.0% | +34.0% | -34.0% | -15.3% |
| YTD | -20.5% | +12.8% | -33.4% | -27.4% |
| 1Y | -21.9% | +10.7% | -32.6% | -28.1% |
| 3Y | +62.2% | +29.6% | +32.5% | +33.2% |
| 5Y | +25.2% | +63.5% | -38.4% | -9.6% |
| 10Y | +537.3% | +316.7% | +220.6% | +196.5% |
| All | +537.3% | +315.4% | +222.0% | +196.5% |
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