+217.6%
MRK vs PENG
+720.8%
-503.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.3% | -10.9% | -1.0% |
| 7D | -2.1% | +1.9% | -4.0% | -2.3% |
| 30D | +1.2% | -37.8% | +39.0% | +2.7% |
| 3M | +13.5% | -14.1% | +27.6% | +13.4% |
| 6M | +34.0% | +13.1% | +20.9% | +30.7% |
| YTD | +42.7% | +151.8% | -109.1% | +32.9% |
| 1Y | +66.6% | +136.0% | -69.4% | +55.6% |
| 3Y | +59.1% | +217.9% | -158.9% | +43.7% |
| 5Y | +104.1% | +64.1% | +40.0% | +87.2% |
| All | +217.6% | +720.8% | -503.2% | +169.0% |
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