+934.4%
PG vs ISRG
+17,440.2%
-16,505.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.1% |
| 7D | -3.4% | -5.0% | +1.6% | -3.0% |
| 30D | -2.6% | -10.2% | +7.6% | -1.8% |
| 3M | -3.3% | -17.2% | +13.9% | -2.1% |
| 6M | -6.7% | -28.4% | +21.7% | -4.5% |
| YTD | +1.7% | -37.6% | +39.4% | +5.2% |
| 1Y | -7.9% | -24.4% | +16.5% | -6.4% |
| 3Y | +0.9% | +18.4% | -17.5% | -1.5% |
| 5Y | +12.6% | -1.0% | +13.6% | +10.4% |
| 10Y | +117.2% | +370.1% | -253.0% | +90.8% |
| All | +934.4% | +17,440.2% | -16,505.8% | +690.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling