+599.5%
MRK vs PSLV
+109.5%
+490.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -4.3% | -3.5% | -0.8% | -4.1% |
| 30D | +8.3% | -2.1% | +10.4% | +8.4% |
| 3M | +20.0% | -1.6% | +21.7% | +20.0% |
| 6M | +25.7% | -25.5% | +51.2% | +27.0% |
| YTD | +38.7% | -11.4% | +50.2% | +38.2% |
| 1Y | +74.7% | +48.6% | +26.1% | +69.3% |
| 3Y | +45.4% | +166.9% | -121.5% | +35.7% |
| 5Y | +129.0% | +152.4% | -23.4% | +113.7% |
| 10Y | +228.0% | +187.8% | +40.3% | +199.2% |
| All | +599.5% | +109.5% | +490.0% | +463.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling