+45.4%
MRK vs PBR
+99.7%
-54.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | -4.3% | +5.4% | -9.6% | -4.5% |
| 30D | +8.3% | +22.9% | -14.6% | +7.1% |
| 3M | +20.0% | +19.6% | +0.4% | +18.9% |
| 6M | +25.7% | +16.5% | +9.2% | +24.2% |
| YTD | +38.7% | +86.7% | -47.9% | +31.8% |
| 1Y | +74.7% | +74.7% | 0.0% | +66.8% |
| 3Y | +45.4% | +102.6% | -57.2% | +35.8% |
| All | +45.4% | +99.7% | -54.4% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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