+1,245.3%
MRK vs PEGA
+1,209.2%
+36.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.3% |
| 7D | +1.3% | +3.3% | -2.0% | +1.2% |
| 30D | +17.1% | +17.7% | -0.6% | +16.1% |
| 3M | +25.9% | +5.8% | +20.1% | +25.3% |
| 6M | +26.8% | -20.3% | +47.1% | +27.9% |
| YTD | +44.9% | -37.1% | +82.1% | +47.6% |
| 1Y | +84.8% | -30.2% | +115.0% | +86.9% |
| 3Y | +50.1% | +48.1% | +2.0% | +43.7% |
| 5Y | +127.4% | -46.8% | +174.2% | +126.9% |
| 10Y | +240.0% | +191.3% | +48.6% | +207.0% |
| All | +1,245.3% | +1,209.2% | +36.1% | +907.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling