+218.5%
MRK vs PENG
+755.0%
-536.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.2% |
| 7D | -0.9% | +7.8% | -8.7% | -1.2% |
| 30D | +15.5% | -12.2% | +27.7% | +15.9% |
| 3M | +25.1% | -20.6% | +45.7% | +25.3% |
| 6M | +30.1% | +180.9% | -150.8% | +21.4% |
| YTD | +43.1% | +162.3% | -119.2% | +33.9% |
| 1Y | +82.5% | +107.3% | -24.8% | +72.4% |
| 3Y | +49.3% | +110.8% | -61.4% | +37.6% |
| 5Y | +130.3% | +117.8% | +12.4% | +108.0% |
| All | +218.5% | +755.0% | -536.5% | +170.9% |
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