+214.5%
MRK vs PDD
+210.2%
+4.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.3% |
| 7D | +1.3% | -4.1% | +5.4% | +1.4% |
| 30D | +17.1% | -9.6% | +26.7% | +17.3% |
| 3M | +25.9% | -4.3% | +30.2% | +26.0% |
| 6M | +26.8% | -18.8% | +45.6% | +27.2% |
| YTD | +44.9% | -27.5% | +72.4% | +45.6% |
| 1Y | +84.8% | -33.6% | +118.5% | +85.9% |
| 3Y | +50.1% | -20.4% | +70.5% | +49.9% |
| 5Y | +127.4% | -19.6% | +147.0% | +126.6% |
| All | +214.5% | +210.2% | +4.3% | +190.0% |
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