+484.8%
MRK vs PFG
+999.6%
-514.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.9% |
| 7D | -0.9% | +6.0% | -6.9% | -2.2% |
| 30D | +15.5% | +2.2% | +13.2% | +14.8% |
| 3M | +25.1% | +10.4% | +14.7% | +22.2% |
| 6M | +30.1% | +27.8% | +2.3% | +23.0% |
| YTD | +43.1% | +33.6% | +9.5% | +33.8% |
| 1Y | +82.5% | +49.3% | +33.2% | +66.4% |
| 3Y | +49.3% | +69.7% | -20.4% | +31.1% |
| 5Y | +130.3% | +111.3% | +18.9% | +89.0% |
| 10Y | +234.3% | +240.3% | -5.9% | +132.8% |
| All | +484.8% | +999.6% | -514.8% | +144.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling