+221.0%
MRK vs PENG
+661.7%
-440.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.3% | -7.9% | +1.0% |
| 7D | +0.3% | -3.8% | +4.1% | +0.2% |
| 30D | +2.2% | -40.1% | +42.3% | +3.8% |
| 3M | +16.4% | -21.8% | +38.2% | +16.7% |
| 6M | +35.3% | +3.3% | +32.0% | +32.4% |
| YTD | +44.2% | +133.6% | -89.4% | +34.8% |
| 1Y | +77.5% | +110.7% | -33.2% | +66.5% |
| 3Y | +59.2% | +204.3% | -145.0% | +44.0% |
| 5Y | +109.6% | +54.4% | +55.2% | +92.5% |
| All | +221.0% | +661.7% | -440.6% | +172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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