+45.4%
MRK vs PPG
-17.4%
+62.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.7% |
| 7D | -4.3% | -6.2% | +2.0% | -2.6% |
| 30D | +8.3% | -7.9% | +16.2% | +10.7% |
| 3M | +20.0% | -10.2% | +30.3% | +23.2% |
| 6M | +25.7% | +2.7% | +23.0% | +23.6% |
| YTD | +38.7% | +4.9% | +33.9% | +35.4% |
| 1Y | +74.7% | -3.2% | +77.9% | +74.0% |
| 3Y | +45.4% | -17.0% | +62.4% | +43.6% |
| All | +45.4% | -17.4% | +62.7% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling