+236.2%
MRK vs PCAR
+361.0%
-124.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | +12.7% | -6.9% | +19.6% | +14.5% |
| 3M | +24.2% | +2.1% | +22.1% | +23.3% |
| 6M | +27.8% | +1.6% | +26.2% | +26.8% |
| YTD | +42.2% | +12.2% | +30.0% | +37.7% |
| 1Y | +80.2% | +28.0% | +52.1% | +68.9% |
| 3Y | +48.4% | +61.0% | -12.6% | +29.7% |
| 5Y | +133.6% | +163.9% | -30.3% | +77.0% |
| 10Y | +236.2% | +367.9% | -131.7% | +98.3% |
| All | +236.2% | +361.0% | -124.8% | +98.3% |
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 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