+17.0%
PG vs ISRG
-11.6%
+28.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.4% | -6.1% | +2.0% |
| 7D | +5.7% | +8.5% | -2.8% | +4.5% |
| 30D | +15.4% | +18.6% | -3.2% | +13.0% |
| 3M | +13.8% | +30.9% | -17.1% | +10.2% |
| 6M | +18.3% | +6.6% | +11.7% | +15.6% |
| YTD | +20.1% | -14.9% | +35.0% | +14.3% |
| 1Y | +17.0% | -10.5% | +27.5% | +11.6% |
| All | +17.0% | -11.6% | +28.5% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 1y: compounded portfolio wealth divided by compounded ISRG 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…
1y analysis · Full analysis span regression · 6 months rolling