+133.6%
MRK vs PH
+251.4%
-117.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.5% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +12.7% | -10.3% | +23.0% | +14.4% |
| 3M | +24.2% | +5.1% | +19.2% | +23.0% |
| 6M | +27.8% | +2.3% | +25.5% | +26.9% |
| YTD | +42.2% | +8.7% | +33.5% | +40.0% |
| 1Y | +80.2% | +26.8% | +53.4% | +73.8% |
| 3Y | +48.4% | +139.2% | -90.8% | +30.0% |
| 5Y | +133.6% | +251.1% | -117.5% | +87.5% |
| All | +133.6% | +251.4% | -117.8% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling