+45.4%
MRK vs PSLV
+165.9%
-120.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -4.3% | -3.5% | -0.8% | -4.2% |
| 30D | +8.3% | -2.1% | +10.4% | +8.3% |
| 3M | +20.0% | -1.6% | +21.7% | +20.1% |
| 6M | +25.7% | -25.5% | +51.2% | +25.7% |
| YTD | +38.7% | -11.4% | +50.2% | +38.9% |
| 1Y | +74.7% | +48.6% | +26.1% | +76.8% |
| 3Y | +45.4% | +166.9% | -121.5% | +46.4% |
| All | +45.4% | +165.9% | -120.5% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 3y: compounded portfolio wealth divided by compounded PSLV 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…
3y analysis · Full analysis span regression · 6 months rolling