+129.6%
MRK vs PCOR
-7.7%
+137.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -0.6% |
| 7D | -2.1% | +2.5% | -4.7% | -2.1% |
| 30D | +1.2% | +37.9% | -36.7% | +1.1% |
| 3M | +13.5% | +32.0% | -18.5% | +13.5% |
| 6M | +34.0% | +54.7% | -20.7% | +34.1% |
| YTD | +42.7% | +6.6% | +36.1% | +42.9% |
| 1Y | +66.6% | -1.7% | +68.3% | +66.8% |
| 3Y | +59.1% | +49.0% | +10.1% | +59.9% |
| 5Y | +104.1% | -12.5% | +116.7% | +104.5% |
| All | +129.6% | -7.7% | +137.3% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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