+485.5%
MRK vs PFG
+985.4%
-499.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.0% |
| 3M | +9.7% | -0.4% | +10.1% | +9.5% |
| 6M | +32.0% | +14.8% | +17.1% | +27.7% |
| YTD | +43.3% | +31.9% | +11.4% | +34.2% |
| 1Y | +63.7% | +38.8% | +24.9% | +51.6% |
| 3Y | +58.0% | +82.4% | -24.4% | +36.6% |
| 5Y | +105.0% | +94.7% | +10.3% | +71.3% |
| 10Y | +228.6% | +187.0% | +41.6% | +137.5% |
| All | +485.5% | +985.4% | -499.9% | +145.2% |
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