+129.9%
MRK vs PNR
-21.7%
+151.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | -4.3% | -6.0% | +1.8% | -3.5% |
| 30D | +8.3% | -14.0% | +22.3% | +10.2% |
| 3M | +20.0% | -21.7% | +41.7% | +23.1% |
| 6M | +25.7% | -37.3% | +62.9% | +32.2% |
| YTD | +38.7% | -45.1% | +83.9% | +48.0% |
| 1Y | +74.7% | -49.1% | +123.8% | +88.0% |
| 3Y | +45.4% | -14.8% | +60.2% | +48.6% |
| All | +129.9% | -21.7% | +151.6% | +131.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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