+3,740.9%
MRK vs PCAR
+12,524.9%
-8,784.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.4% |
| 7D | -1.9% | +0.1% | -1.9% | -1.9% |
| 30D | +2.8% | -4.6% | +7.3% | +3.8% |
| 3M | +15.0% | -22.6% | +37.6% | +21.7% |
| 6M | +30.9% | -12.0% | +42.9% | +34.2% |
| YTD | +42.3% | -6.1% | +48.4% | +43.5% |
| 1Y | +76.1% | +6.3% | +69.8% | +72.6% |
| 3Y | +54.1% | +31.8% | +22.3% | +41.9% |
| 5Y | +109.5% | +104.2% | +5.3% | +72.2% |
| 10Y | +254.8% | +302.9% | -48.1% | +143.0% |
| All | +3,740.9% | +12,524.9% | -8,784.0% | +1,053.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling