+49.9%
MRK vs PH
+139.2%
-89.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | +15.5% | -10.8% | +26.3% | +17.4% |
| 3M | +25.1% | +8.5% | +16.7% | +23.0% |
| 6M | +30.1% | +3.9% | +26.2% | +28.7% |
| YTD | +43.1% | +9.4% | +33.7% | +40.6% |
| 1Y | +82.5% | +26.8% | +55.7% | +75.9% |
| All | +49.9% | +139.2% | -89.3% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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