+3,763.3%
MRK vs PEG
+2,929.1%
+834.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.5% |
| 7D | -0.9% | +1.0% | -2.0% | -1.3% |
| 30D | +15.5% | -1.9% | +17.3% | +16.2% |
| 3M | +25.1% | -3.7% | +28.8% | +26.7% |
| 6M | +30.1% | -9.4% | +39.5% | +34.5% |
| YTD | +43.1% | -6.0% | +49.1% | +45.8% |
| 1Y | +82.5% | -4.4% | +86.8% | +84.4% |
| 3Y | +49.3% | +33.5% | +15.8% | +31.1% |
| 5Y | +130.3% | +35.7% | +94.5% | +98.2% |
| 10Y | +234.3% | +140.4% | +93.9% | +124.4% |
| All | +3,763.3% | +2,929.1% | +834.2% | +809.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling