+216.7%
MRK vs PENG
+597.2%
-380.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.4% | -12.5% | -0.6% |
| 7D | -1.9% | -19.4% | +17.6% | -1.3% |
| 30D | +2.8% | -42.4% | +45.2% | +4.6% |
| 3M | +15.0% | -25.6% | +40.6% | +15.5% |
| 6M | +30.9% | +7.3% | +23.6% | +27.7% |
| YTD | +42.3% | +113.9% | -71.6% | +33.4% |
| 1Y | +76.1% | +93.6% | -17.5% | +65.7% |
| 3Y | +54.1% | +170.2% | -116.1% | +40.1% |
| 5Y | +109.5% | +44.2% | +65.3% | +92.9% |
| All | +216.7% | +597.2% | -380.5% | +170.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling