+224.4%
MRK vs PEG
+148.0%
+76.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -4.3% | -0.9% | -3.4% | -4.0% |
| 30D | +8.3% | -3.7% | +12.0% | +9.5% |
| 3M | +20.0% | -7.3% | +27.3% | +22.8% |
| 6M | +25.7% | -10.5% | +36.1% | +29.8% |
| YTD | +38.7% | -7.5% | +46.2% | +41.7% |
| 1Y | +74.7% | -8.7% | +83.4% | +79.0% |
| 3Y | +45.4% | +31.4% | +14.0% | +29.5% |
| 5Y | +129.0% | +37.8% | +91.3% | +97.9% |
| All | +224.4% | +148.0% | +76.4% | +135.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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