+131.3%
MRK vs PLD
+14.8%
+116.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | +1.3% | -2.4% | +3.7% | +1.8% |
| 30D | +17.1% | -2.4% | +19.6% | +17.8% |
| 3M | +25.9% | -3.8% | +29.7% | +26.8% |
| 6M | +26.8% | 0.0% | +26.8% | +26.7% |
| YTD | +44.9% | +9.2% | +35.7% | +42.3% |
| 1Y | +84.8% | +25.9% | +58.9% | +76.7% |
| 3Y | +50.1% | +21.3% | +28.8% | +42.6% |
| All | +131.3% | +14.8% | +116.5% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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