+222.5%
MRK vs PENG
+762.7%
-540.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.4% | -7.8% | -1.6% |
| 7D | +1.3% | +4.5% | -3.2% | +1.1% |
| 30D | +17.1% | -7.1% | +24.3% | +17.3% |
| 3M | +25.9% | -27.3% | +53.2% | +26.5% |
| 6M | +26.8% | +169.6% | -142.8% | +18.6% |
| YTD | +44.9% | +164.6% | -119.7% | +35.5% |
| 1Y | +84.8% | +109.5% | -24.6% | +74.5% |
| 3Y | +50.1% | +98.9% | -48.8% | +38.8% |
| 5Y | +127.4% | +116.3% | +11.2% | +105.6% |
| All | +222.5% | +762.7% | -540.1% | +174.2% |
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