-2.6%
PEP vs MRK
+84.5%
-87.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | -2.4% | +1.3% | -3.8% | -2.7% |
| 30D | -0.8% | +17.1% | -18.0% | -4.3% |
| 3M | -2.2% | +25.9% | -28.1% | -7.2% |
| 6M | -14.4% | +26.8% | -41.2% | -18.9% |
| YTD | -2.2% | +44.9% | -47.1% | -9.8% |
| 1Y | -2.6% | +84.8% | -87.4% | -15.3% |
| All | -2.6% | +84.5% | -87.1% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 1y: compounded portfolio wealth divided by compounded MRK 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…
1y analysis · Full analysis span regression · 6 months rolling