+230.8%
MRK vs PEGA
+97.3%
+133.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.7% | +0.5% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +0.3% | -4.1% | +4.4% | +0.5% |
| 3M | +9.7% | -2.8% | +12.5% | +9.7% |
| 6M | +32.0% | -0.4% | +32.4% | +31.3% |
| YTD | +43.3% | -45.4% | +88.7% | +48.5% |
| 1Y | +63.7% | -42.6% | +106.3% | +68.8% |
| 3Y | +58.0% | +45.4% | +12.6% | +45.2% |
| 5Y | +105.0% | -44.6% | +149.6% | +112.7% |
| All | +230.8% | +97.3% | +133.5% | +167.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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