+224.4%
MRK vs PFGC
+292.9%
-68.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -4.3% | -4.8% | +0.5% | -3.9% |
| 30D | +8.3% | -12.5% | +20.8% | +9.3% |
| 3M | +20.0% | -9.7% | +29.8% | +20.9% |
| 6M | +25.7% | +7.0% | +18.7% | +24.9% |
| YTD | +38.7% | +4.5% | +34.3% | +37.9% |
| 1Y | +74.7% | -11.6% | +86.3% | +75.7% |
| 3Y | +45.4% | +58.5% | -13.1% | +39.7% |
| 5Y | +129.0% | +112.6% | +16.5% | +113.8% |
| All | +224.4% | +292.9% | -68.5% | +193.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling