+84.8%
MRK vs PFGC
-5.1%
+89.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | +1.3% | -2.2% | +3.5% | +1.5% |
| 30D | +17.1% | -11.9% | +29.1% | +18.3% |
| 3M | +25.9% | +5.0% | +20.9% | +25.2% |
| 6M | +26.8% | +8.6% | +18.2% | +25.1% |
| YTD | +44.9% | +9.7% | +35.2% | +42.2% |
| 1Y | +84.8% | -6.3% | +91.1% | +81.7% |
| All | +84.8% | -5.1% | +89.9% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling