+224.4%
MRK vs PFG
+251.1%
-26.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -4.3% | -0.4% | -3.8% | -4.2% |
| 30D | +8.3% | +2.9% | +5.4% | +7.6% |
| 3M | +20.0% | +6.7% | +13.3% | +18.3% |
| 6M | +25.7% | +33.8% | -8.1% | +18.1% |
| YTD | +38.7% | +35.0% | +3.8% | +30.0% |
| 1Y | +74.7% | +46.4% | +28.3% | +60.8% |
| 3Y | +45.4% | +71.7% | -26.3% | +28.4% |
| 5Y | +129.0% | +113.7% | +15.3% | +89.4% |
| All | +224.4% | +251.1% | -26.7% | +114.8% |
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