-1.0%
ISRG vs PTEN
+94.7%
-95.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.3% | +0.6% |
| 7D | -5.0% | -1.7% | -3.3% | -4.9% |
| 30D | -10.2% | +18.6% | -28.8% | -12.0% |
| 3M | -17.2% | +12.5% | -29.6% | -18.7% |
| 6M | -28.4% | +41.9% | -70.3% | -32.5% |
| YTD | -37.6% | +117.8% | -155.4% | -45.0% |
| 1Y | -24.4% | +145.3% | -169.8% | -34.8% |
| 3Y | +18.4% | -2.8% | +21.3% | +12.1% |
| 5Y | -1.0% | +93.4% | -94.4% | -16.5% |
| All | -1.0% | +94.7% | -95.6% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 5y: compounded portfolio wealth divided by compounded PTEN 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…
5y analysis · Full analysis span regression · 6 months rolling