+208.7%
MRK vs PDD
+196.6%
+12.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.6% |
| 7D | -2.7% | -4.4% | +1.7% | -2.6% |
| 30D | +12.7% | -15.5% | +28.2% | +13.0% |
| 3M | +24.2% | -4.1% | +28.3% | +24.3% |
| 6M | +27.8% | -23.4% | +51.2% | +28.3% |
| YTD | +42.2% | -30.7% | +72.9% | +43.0% |
| 1Y | +80.2% | -37.6% | +117.8% | +81.5% |
| 3Y | +48.4% | -17.5% | +65.9% | +48.1% |
| 5Y | +133.6% | -24.6% | +158.2% | +133.1% |
| All | +208.7% | +196.6% | +12.0% | +184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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