+443.4%
MRK vs PBR
+1,899.4%
-1,456.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -4.3% | +5.4% | -9.6% | -4.9% |
| 30D | +8.3% | +22.9% | -14.6% | +5.4% |
| 3M | +20.0% | +19.6% | +0.4% | +17.1% |
| 6M | +25.7% | +16.5% | +9.2% | +22.6% |
| YTD | +38.7% | +86.7% | -47.9% | +27.0% |
| 1Y | +74.7% | +74.7% | 0.0% | +61.1% |
| 3Y | +45.4% | +102.6% | -57.2% | +29.8% |
| 5Y | +129.0% | +566.6% | -437.6% | +69.1% |
| 10Y | +228.0% | +686.1% | -458.0% | +113.7% |
| All | +443.4% | +1,899.4% | -1,456.0% | +163.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling