+130.3%
MRK vs PEGA
-47.2%
+177.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -1.9% |
| 7D | -5.0% | -5.3% | +0.3% | -5.0% |
| 30D | +11.0% | +8.3% | +2.7% | +10.9% |
| 3M | +22.4% | +8.9% | +13.5% | +22.3% |
| 6M | +25.4% | -19.7% | +45.1% | +25.6% |
| YTD | +39.5% | -39.9% | +79.4% | +40.3% |
| 1Y | +78.0% | -36.4% | +114.4% | +78.7% |
| 3Y | +45.5% | +52.8% | -7.3% | +43.4% |
| 5Y | +130.3% | -45.7% | +175.9% | +120.0% |
| All | +130.3% | -47.2% | +177.4% | +120.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling