+84.6%
MRK vs PPG
+38.5%
+46.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.0% | -1.0% | +2.7% |
| 7D | +6.7% | +7.5% | -0.8% | +4.9% |
| 30D | +7.8% | +20.9% | -13.1% | +3.0% |
| 3M | +18.2% | +8.7% | +9.5% | +15.7% |
| 6M | +34.7% | +23.8% | +10.8% | +26.8% |
| YTD | +45.8% | +26.5% | +19.3% | +33.7% |
| 1Y | +84.6% | +37.6% | +47.0% | +63.3% |
| All | +84.6% | +38.5% | +46.1% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling