+131.3%
MRK vs PENG
+115.2%
+16.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.4% | -7.8% | -1.4% |
| 7D | +1.3% | +4.5% | -3.2% | +1.3% |
| 30D | +17.1% | -7.1% | +24.3% | +17.2% |
| 3M | +25.9% | -27.3% | +53.2% | +26.1% |
| 6M | +26.8% | +169.6% | -142.8% | +22.1% |
| YTD | +44.9% | +164.6% | -119.7% | +39.5% |
| 1Y | +84.8% | +109.5% | -24.6% | +78.8% |
| 3Y | +50.1% | +98.9% | -48.8% | +43.7% |
| All | +131.3% | +115.2% | +16.0% | +119.5% |
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