+27.8%
MRK vs PPG
+3.4%
+24.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.2% |
| 7D | -2.7% | -3.7% | +1.0% | -2.0% |
| 30D | +12.7% | -7.2% | +19.9% | +14.2% |
| 3M | +24.2% | -7.3% | +31.6% | +25.7% |
| 6M | +27.8% | +0.3% | +27.6% | +27.2% |
| All | +27.8% | +3.4% | +24.4% | +27.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling