+130.3%
MRK vs PSKY
-71.2%
+201.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.0% |
| 7D | -5.0% | -6.0% | +1.0% | -4.8% |
| 30D | +11.0% | +10.7% | +0.3% | +10.6% |
| 3M | +22.4% | +1.2% | +21.2% | +22.3% |
| 6M | +25.4% | +1.5% | +23.9% | +25.2% |
| YTD | +39.5% | -21.8% | +61.3% | +40.3% |
| 1Y | +78.0% | -30.2% | +108.1% | +79.3% |
| 3Y | +45.5% | -20.1% | +65.6% | +44.9% |
| 5Y | +130.3% | -70.5% | +200.8% | +143.0% |
| All | +130.3% | -71.2% | +201.4% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 5y: compounded portfolio wealth divided by compounded PSKY 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…
5y analysis · Full analysis span regression · 6 months rolling