+3,794.0%
MRK vs PCAR
+12,989.1%
-9,195.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | +0.6% |
| 7D | +0.3% | +2.9% | -2.6% | -0.4% |
| 30D | +2.2% | -2.1% | +4.3% | +2.7% |
| 3M | +16.4% | -20.4% | +36.7% | +22.4% |
| 6M | +35.3% | -7.0% | +42.3% | +37.0% |
| YTD | +44.2% | -2.6% | +46.9% | +44.3% |
| 1Y | +77.5% | +9.8% | +67.7% | +72.7% |
| 3Y | +59.2% | +37.3% | +22.0% | +45.3% |
| 5Y | +109.6% | +116.4% | -6.9% | +70.0% |
| 10Y | +229.6% | +293.0% | -63.3% | +127.0% |
| All | +3,794.0% | +12,989.1% | -9,195.1% | +1,059.5% |
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