+213.1%
MRK vs PDD
+203.8%
+9.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +1.4% |
| 7D | +0.3% | -1.4% | +1.7% | +0.3% |
| 30D | +2.2% | -1.0% | +3.2% | +2.2% |
| 3M | +16.4% | -12.3% | +28.6% | +16.6% |
| 6M | +35.3% | -18.5% | +53.8% | +35.7% |
| YTD | +44.2% | -29.0% | +73.2% | +45.0% |
| 1Y | +77.5% | -40.7% | +118.2% | +78.9% |
| 3Y | +59.2% | -25.7% | +84.9% | +59.2% |
| 5Y | +109.6% | -3.3% | +112.8% | +107.6% |
| All | +213.1% | +203.8% | +9.3% | +188.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling