+3,739.1%
MRK vs PNR
+3,485.2%
+254.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.3% |
| 7D | -2.7% | -3.9% | +1.2% | -2.0% |
| 30D | +12.7% | -13.8% | +26.5% | +16.0% |
| 3M | +24.2% | -22.5% | +46.8% | +30.0% |
| 6M | +27.8% | -37.2% | +65.0% | +39.1% |
| YTD | +42.2% | -44.2% | +86.4% | +58.0% |
| 1Y | +80.2% | -46.6% | +126.8% | +101.9% |
| 3Y | +48.4% | -12.5% | +60.9% | +48.8% |
| 5Y | +133.6% | -19.3% | +152.9% | +133.8% |
| 10Y | +236.2% | +67.5% | +168.8% | +180.0% |
| All | +3,739.1% | +3,485.2% | +254.0% | +1,729.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling