+80.2%
MRK vs PCG
-1.5%
+81.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.6% | +0.1% |
| 7D | -2.7% | +6.5% | -9.2% | -3.8% |
| 30D | +12.7% | -16.7% | +29.4% | +15.6% |
| 3M | +24.2% | -14.2% | +38.4% | +25.8% |
| 6M | +27.8% | -21.5% | +49.3% | +33.0% |
| YTD | +42.2% | -11.2% | +53.4% | +42.7% |
| 1Y | +80.2% | -4.2% | +84.4% | +69.5% |
| All | +80.2% | -1.5% | +81.7% | +69.5% |
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