+224.4%
MRK vs PGR
+825.1%
-600.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -4.3% | -0.6% | -3.6% | -4.1% |
| 30D | +8.3% | +4.9% | +3.3% | +6.8% |
| 3M | +20.0% | +7.6% | +12.4% | +17.0% |
| 6M | +25.7% | +8.3% | +17.4% | +21.9% |
| YTD | +38.7% | +1.7% | +37.0% | +36.8% |
| 1Y | +74.7% | -6.8% | +81.5% | +76.7% |
| 3Y | +45.4% | +73.4% | -28.1% | +17.7% |
| 5Y | +129.0% | +161.2% | -32.2% | +53.3% |
| All | +224.4% | +825.1% | -600.7% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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