+169.5%
MRK vs PINS
-14.1%
+183.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.8% | -1.2% |
| 7D | +1.3% | -12.0% | +13.4% | +2.0% |
| 30D | +17.1% | -12.7% | +29.8% | +18.0% |
| 3M | +25.9% | -5.5% | +31.4% | +26.1% |
| 6M | +26.8% | +5.3% | +21.6% | +26.1% |
| YTD | +44.9% | -21.2% | +66.1% | +46.2% |
| 1Y | +84.8% | -45.0% | +129.9% | +90.1% |
| 3Y | +50.1% | -26.2% | +76.3% | +49.1% |
| 5Y | +127.4% | -64.0% | +191.4% | +134.5% |
| All | +169.5% | -14.1% | +183.6% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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