+106.8%
MRK vs PDD
-1.2%
+108.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | -1.9% | +5.6% | -7.5% | -1.9% |
| 30D | +2.8% | +5.8% | -3.0% | +2.7% |
| 3M | +15.0% | -8.6% | +23.6% | +15.0% |
| 6M | +30.9% | -18.8% | +49.8% | +31.0% |
| YTD | +42.3% | -26.8% | +69.0% | +42.4% |
| 1Y | +76.1% | -39.3% | +115.4% | +76.3% |
| 3Y | +54.1% | -22.5% | +76.6% | +54.3% |
| All | +106.8% | -1.2% | +108.0% | +111.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling