+49.3%
MRK vs PWR
+206.3%
-157.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.6% | -1.2% |
| 7D | -0.9% | +4.5% | -5.5% | -0.9% |
| 30D | +15.5% | -4.9% | +20.3% | +15.5% |
| 3M | +25.1% | -7.9% | +33.0% | +25.1% |
| 6M | +30.1% | +18.3% | +11.8% | +29.3% |
| YTD | +43.1% | +51.5% | -8.4% | +41.8% |
| 1Y | +82.5% | +70.3% | +12.1% | +80.4% |
| 3Y | +49.3% | +210.6% | -161.3% | +43.1% |
| All | +49.3% | +206.3% | -157.0% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling