+224.1%
MRK vs PCAR
+291.3%
-67.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +2.3% | +3.5% | -1.1% | +1.5% |
| 30D | +1.7% | -2.3% | +4.0% | +2.2% |
| 3M | +13.8% | -19.3% | +33.1% | +19.3% |
| 6M | +34.7% | -7.1% | +41.8% | +36.3% |
| YTD | +43.6% | -2.8% | +46.3% | +43.6% |
| 1Y | +75.7% | +9.3% | +66.4% | +71.0% |
| 3Y | +60.0% | +33.5% | +26.5% | +46.4% |
| 5Y | +105.4% | +112.6% | -7.3% | +65.0% |
| 10Y | +224.1% | +276.9% | -52.8% | +124.4% |
| All | +224.1% | +291.3% | -67.1% | +124.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling