+134.8%
MRK vs PFG
+107.2%
+27.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -2.7% | +3.2% | -5.9% | -3.3% |
| 30D | +12.7% | +0.9% | +11.7% | +12.4% |
| 3M | +24.2% | +7.7% | +16.5% | +22.5% |
| 6M | +27.8% | +29.0% | -1.1% | +22.1% |
| YTD | +42.2% | +32.5% | +9.7% | +35.0% |
| 1Y | +80.2% | +47.3% | +32.9% | +67.9% |
| 3Y | +48.4% | +68.2% | -19.8% | +34.7% |
| All | +134.8% | +107.2% | +27.6% | +105.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling