0.0%
PG vs ISRG
+20.2%
-20.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | +0.1% |
| 7D | -2.7% | -2.5% | -0.2% | -2.5% |
| 30D | -1.5% | -10.2% | +8.6% | -0.7% |
| 3M | -3.4% | -12.5% | +9.2% | -2.5% |
| 6M | -7.0% | -25.8% | +18.8% | -5.3% |
| YTD | +2.0% | -36.4% | +38.3% | +4.8% |
| 1Y | -6.5% | -19.9% | +13.4% | -5.7% |
| All | 0.0% | +20.2% | -20.2% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling