+105.4%
MRK vs PWR
+400.1%
-294.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.5% |
| 7D | +2.3% | -11.2% | +13.6% | +2.4% |
| 30D | +1.7% | -17.4% | +19.1% | +1.9% |
| 3M | +13.8% | -11.7% | +25.5% | +13.8% |
| 6M | +34.7% | -21.7% | +56.4% | +35.1% |
| YTD | +43.6% | +38.3% | +5.3% | +41.2% |
| 1Y | +75.7% | +29.6% | +46.1% | +73.1% |
| 3Y | +60.0% | +236.1% | -176.1% | +49.2% |
| 5Y | +105.4% | +406.3% | -301.0% | +89.0% |
| All | +105.4% | +400.1% | -294.8% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling