+84.8%
MRK vs PCG
-6.6%
+91.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.8% | -1.7% |
| 7D | +1.3% | -13.9% | +15.2% | +3.5% |
| 30D | +17.1% | -16.9% | +34.0% | +20.4% |
| 3M | +25.9% | -14.7% | +40.6% | +28.0% |
| 6M | +26.8% | -23.8% | +50.6% | +33.5% |
| YTD | +44.9% | -10.5% | +55.4% | +45.3% |
| 1Y | +84.8% | -5.1% | +89.9% | +77.5% |
| All | +84.8% | -6.6% | +91.4% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling