+105.7%
MRK vs PCOR
-11.9%
+117.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.6% |
| 7D | +0.7% | +3.0% | -2.3% | +0.7% |
| 30D | +0.3% | +38.7% | -38.4% | +0.3% |
| 3M | +9.7% | +24.9% | -15.2% | +9.7% |
| 6M | +32.0% | +68.8% | -36.8% | +32.3% |
| YTD | +43.3% | +6.7% | +36.6% | +43.5% |
| 1Y | +63.7% | +3.0% | +60.7% | +64.0% |
| 3Y | +58.0% | +48.6% | +9.4% | +59.5% |
| All | +105.7% | -11.9% | +117.6% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling