+129.9%
MRK vs PSLV
+154.2%
-24.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +26.2% |
| YTD | +38.7% | -11.4% | +50.2% | +38.3% |
| 1Y | +74.7% | +48.6% | +26.1% | +72.3% |
| 3Y | +45.4% | +166.9% | -121.5% | +39.3% |
| All | +129.9% | +154.2% | -24.4% | +120.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling