+49.3%
MRK vs PCG
-10.8%
+60.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.9% | -1.8% |
| 7D | -0.9% | +5.4% | -6.3% | -1.8% |
| 30D | +15.5% | -15.1% | +30.6% | +18.1% |
| 3M | +25.1% | -9.8% | +34.9% | +26.2% |
| 6M | +30.1% | -18.0% | +48.1% | +33.6% |
| YTD | +43.1% | -7.2% | +50.4% | +43.6% |
| 1Y | +82.5% | +2.9% | +79.6% | +79.5% |
| 3Y | +49.3% | -11.1% | +60.4% | +50.0% |
| All | +49.3% | -10.8% | +60.1% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling