+131.3%
MRK vs PCOR
-43.0%
+174.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +2.9% | -1.3% |
| 7D | +1.3% | -9.0% | +10.3% | +1.3% |
| 30D | +17.1% | +4.2% | +13.0% | +17.2% |
| 3M | +25.9% | +14.4% | +11.5% | +25.9% |
| 6M | +26.8% | +0.2% | +26.6% | +26.9% |
| YTD | +44.9% | -20.3% | +65.2% | +45.2% |
| 1Y | +84.8% | -16.1% | +101.0% | +85.1% |
| 3Y | +50.1% | -14.7% | +64.8% | +50.2% |
| All | +131.3% | -43.0% | +174.3% | +136.0% |
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