+229.0%
MRK vs PCG
-76.5%
+305.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | 0.0% | -2.0% | +2.0% | +0.1% |
| 30D | +3.5% | -2.7% | +6.2% | +3.6% |
| 3M | +11.2% | -25.1% | +36.3% | +12.7% |
| 6M | +32.5% | -22.3% | +54.8% | +34.0% |
| YTD | +42.5% | -18.5% | +61.0% | +43.7% |
| 1Y | +65.4% | -21.8% | +87.2% | +67.1% |
| 3Y | +58.8% | -21.0% | +79.9% | +60.0% |
| 5Y | +103.9% | +8.1% | +95.8% | +102.0% |
| All | +229.0% | -76.5% | +305.5% | +230.7% |
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