+224.4%
MRK vs PWR
+2,544.4%
-2,320.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.7% | -1.1% |
| 7D | -4.3% | +4.2% | -8.4% | -4.7% |
| 30D | +8.3% | -4.0% | +12.3% | +8.6% |
| 3M | +20.0% | -4.8% | +24.8% | +20.1% |
| 6M | +25.7% | +14.6% | +11.0% | +22.6% |
| YTD | +38.7% | +54.2% | -15.5% | +30.4% |
| 1Y | +74.7% | +67.1% | +7.6% | +62.2% |
| 3Y | +45.4% | +218.5% | -173.1% | +20.4% |
| 5Y | +129.0% | +466.3% | -337.2% | +69.0% |
| All | +224.4% | +2,544.4% | -2,320.0% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling