+227.3%
MRK vs PCG
-76.4%
+303.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -2.1% | -2.2% | +0.1% | -2.0% |
| 30D | +1.2% | -0.5% | +1.6% | +1.2% |
| 3M | +13.5% | -24.0% | +37.5% | +14.9% |
| 6M | +34.0% | -18.6% | +52.6% | +35.2% |
| YTD | +42.7% | -17.7% | +60.4% | +43.8% |
| 1Y | +66.6% | -20.0% | +86.6% | +68.1% |
| 3Y | +59.1% | -20.2% | +79.3% | +60.2% |
| 5Y | +104.1% | +8.4% | +95.8% | +102.2% |
| 10Y | +227.3% | -76.4% | +303.7% | +229.6% |
| All | +227.3% | -76.4% | +303.7% | +229.6% |
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