+226.2%
MRK vs PCG
-75.6%
+301.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.9% |
| 7D | -5.0% | +0.5% | -5.5% | -5.0% |
| 30D | +11.0% | -18.9% | +29.9% | +12.0% |
| 3M | +22.4% | -15.8% | +38.2% | +23.3% |
| 6M | +25.4% | -22.6% | +48.0% | +26.8% |
| YTD | +39.5% | -12.2% | +51.7% | +40.1% |
| 1Y | +78.0% | -7.1% | +85.1% | +78.3% |
| 3Y | +45.5% | -15.8% | +61.4% | +46.2% |
| 5Y | +130.3% | +53.3% | +76.9% | +124.7% |
| All | +226.2% | -75.6% | +301.7% | +231.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling