+109.6%
MRK vs PCG
+14.1%
+95.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.2% |
| 7D | +0.3% | -1.1% | +1.3% | +0.4% |
| 30D | +2.2% | +0.1% | +2.1% | +2.1% |
| 3M | +16.4% | -24.4% | +40.8% | +20.4% |
| 6M | +35.3% | -17.7% | +53.0% | +38.0% |
| YTD | +44.2% | -17.4% | +61.7% | +47.1% |
| 1Y | +77.5% | -19.4% | +96.8% | +81.5% |
| 3Y | +59.2% | -18.6% | +77.8% | +61.5% |
| 5Y | +109.6% | +10.2% | +99.3% | +104.6% |
| All | +109.6% | +14.1% | +95.5% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling