+339.1%
MRK vs PFGC
+409.4%
-70.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -1.1% |
| 7D | -0.9% | -2.4% | +1.5% | -0.7% |
| 30D | +15.5% | -15.8% | +31.2% | +16.9% |
| 3M | +25.1% | -0.6% | +25.7% | +25.1% |
| 6M | +30.1% | +10.7% | +19.4% | +28.9% |
| YTD | +43.1% | +7.6% | +35.5% | +42.0% |
| 1Y | +82.5% | -7.8% | +90.3% | +83.0% |
| 3Y | +49.3% | +63.7% | -14.4% | +43.0% |
| 5Y | +130.3% | +112.3% | +18.0% | +114.6% |
| 10Y | +234.3% | +286.7% | -52.3% | +198.7% |
| All | +339.1% | +409.4% | -70.3% | +272.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling