+106.8%
MRK vs PENG
+42.1%
+64.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.4% | -12.5% | -0.3% |
| 7D | -1.9% | -19.4% | +17.6% | -1.7% |
| 30D | +2.8% | -42.4% | +45.2% | +3.2% |
| 3M | +15.0% | -25.6% | +40.6% | +15.0% |
| 6M | +30.9% | +7.3% | +23.6% | +28.8% |
| YTD | +42.3% | +113.9% | -71.6% | +36.9% |
| 1Y | +76.1% | +93.6% | -17.5% | +69.7% |
| 3Y | +54.1% | +170.2% | -116.1% | +46.7% |
| All | +106.8% | +42.1% | +64.7% | +91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling