+116.1%
PG vs ISRG
+391.9%
-275.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.2% |
| 7D | -0.8% | +0.7% | -1.5% | -0.9% |
| 30D | +0.8% | -8.0% | +8.8% | +2.2% |
| 3M | -1.3% | -10.6% | +9.3% | +0.2% |
| 6M | -3.8% | -25.1% | +21.3% | +0.5% |
| YTD | +3.6% | -34.8% | +38.4% | +10.8% |
| 1Y | -5.7% | -19.0% | +13.3% | -3.5% |
| 3Y | +1.6% | +22.1% | -20.5% | -6.3% |
| 5Y | +14.6% | +8.2% | +6.4% | +5.6% |
| All | +116.1% | +391.9% | -275.8% | +48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling