+49.0%
MRK vs PFGC
+61.7%
-12.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -2.7% | -3.7% | +1.0% | -2.3% |
| 30D | +12.7% | -16.0% | +28.6% | +14.7% |
| 3M | +24.2% | -4.1% | +28.4% | +24.6% |
| 6M | +27.8% | +8.7% | +19.1% | +26.1% |
| YTD | +42.2% | +6.4% | +35.9% | +40.3% |
| 1Y | +80.2% | -8.4% | +88.6% | +80.7% |
| All | +49.0% | +61.7% | -12.7% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling