+76.5%
MRK vs PCOR
-4.3%
+80.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.4% |
| 7D | +0.3% | +22.2% | -21.9% | +0.2% |
| 30D | +2.2% | +36.0% | -33.9% | +2.4% |
| 3M | +16.4% | +34.0% | -17.6% | +16.9% |
| 6M | +35.3% | +43.5% | -8.2% | +36.0% |
| YTD | +44.2% | +5.1% | +39.1% | +50.0% |
| All | +76.5% | -4.3% | +80.8% | +86.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling