+84.6%
MRK vs PCAR
+12.4%
+72.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.0% | -0.1% | +3.0% |
| 7D | +6.7% | +3.7% | +3.0% | +5.8% |
| 30D | +7.8% | -2.9% | +10.7% | +8.4% |
| 3M | +18.2% | -21.7% | +39.9% | +24.2% |
| 6M | +34.7% | -6.6% | +41.3% | +35.4% |
| YTD | +45.8% | -2.2% | +48.0% | +44.3% |
| 1Y | +84.6% | +12.2% | +72.3% | +75.3% |
| All | +84.6% | +12.4% | +72.2% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 1y: compounded portfolio wealth divided by compounded PCAR 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…
1y analysis · Full analysis span regression · 6 months rolling