+3,812.0%
MRK vs PCAR
+15,337.6%
-11,525.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +1.3% | -0.5% | +1.8% | +1.4% |
| 30D | +17.1% | -6.2% | +23.4% | +18.8% |
| 3M | +25.9% | +5.9% | +20.0% | +23.9% |
| 6M | +26.8% | +0.4% | +26.4% | +26.1% |
| YTD | +44.9% | +14.8% | +30.1% | +39.7% |
| 1Y | +84.8% | +30.1% | +54.7% | +73.0% |
| 3Y | +50.1% | +66.7% | -16.5% | +31.0% |
| 5Y | +127.4% | +166.1% | -38.7% | +76.0% |
| 10Y | +240.0% | +353.7% | -113.7% | +126.7% |
| All | +3,812.0% | +15,337.6% | -11,525.6% | +1,022.9% |
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