+82.5%
MRK vs PPL
+0.8%
+81.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -0.9% | +1.8% | -2.7% | -1.6% |
| 30D | +15.5% | -1.1% | +16.5% | +15.9% |
| 3M | +25.1% | 0.0% | +25.1% | +25.2% |
| 6M | +30.1% | -7.6% | +37.7% | +33.3% |
| YTD | +43.1% | +1.7% | +41.4% | +43.6% |
| 1Y | +82.5% | +1.5% | +80.9% | +88.7% |
| All | +82.5% | +0.8% | +81.7% | +88.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling