+230.8%
MRK vs PFG
+184.0%
+46.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.4% |
| 7D | +0.7% | +2.4% | -1.7% | +0.2% |
| 30D | +0.3% | +5.9% | -5.6% | -0.9% |
| 3M | +9.7% | -0.4% | +10.1% | +9.6% |
| 6M | +32.0% | +14.8% | +17.1% | +28.0% |
| YTD | +43.3% | +31.9% | +11.4% | +34.8% |
| 1Y | +63.7% | +38.8% | +24.9% | +52.4% |
| 3Y | +58.0% | +82.4% | -24.4% | +38.1% |
| 5Y | +105.0% | +94.7% | +10.3% | +73.3% |
| All | +230.8% | +184.0% | +46.8% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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