+3,665.8%
MRK vs PPG
+2,572.2%
+1,093.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.3% |
| 7D | -5.0% | -5.1% | +0.1% | -3.5% |
| 30D | +11.0% | -9.6% | +20.5% | +14.3% |
| 3M | +22.4% | -6.4% | +28.8% | +24.4% |
| 6M | +25.4% | +0.5% | +24.9% | +24.2% |
| YTD | +39.5% | +4.4% | +35.1% | +36.3% |
| 1Y | +78.0% | -0.9% | +78.9% | +76.5% |
| 3Y | +45.5% | -17.0% | +62.5% | +50.1% |
| 5Y | +130.3% | -23.7% | +153.9% | +136.7% |
| 10Y | +229.8% | +25.9% | +203.9% | +177.4% |
| All | +3,665.8% | +2,572.2% | +1,093.5% | +1,092.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling