+234.3%
MRK vs PPL
+55.2%
+179.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -0.9% | +1.8% | -2.7% | -1.5% |
| 30D | +15.5% | -1.1% | +16.5% | +15.8% |
| 3M | +25.1% | 0.0% | +25.1% | +25.0% |
| 6M | +30.1% | -7.6% | +37.7% | +33.3% |
| YTD | +43.1% | +1.7% | +41.4% | +42.0% |
| 1Y | +82.5% | +1.5% | +80.9% | +81.0% |
| 3Y | +49.3% | +55.3% | -5.9% | +28.1% |
| 5Y | +130.3% | +37.7% | +92.5% | +103.6% |
| 10Y | +234.3% | +54.0% | +180.4% | +170.1% |
| All | +234.3% | +55.2% | +179.2% | +170.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling