+3,812.0%
MRK vs PPL
+2,096.5%
+1,715.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +1.3% | +2.7% | -1.3% | +0.4% |
| 30D | +17.1% | +0.5% | +16.7% | +16.9% |
| 3M | +25.9% | +0.7% | +25.2% | +25.5% |
| 6M | +26.8% | -7.6% | +34.4% | +30.1% |
| YTD | +44.9% | +1.8% | +43.1% | +43.7% |
| 1Y | +84.8% | -0.8% | +85.6% | +84.7% |
| 3Y | +50.1% | +56.9% | -6.8% | +27.7% |
| 5Y | +127.4% | +39.5% | +87.9% | +99.4% |
| 10Y | +240.0% | +55.4% | +184.6% | +176.3% |
| All | +3,812.0% | +2,096.5% | +1,715.6% | +1,109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling