+95.5%
PEP vs MRK
+228.4%
-132.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.7% | +2.0% |
| 7D | +2.9% | +0.7% | +2.2% | +2.6% |
| 30D | +12.5% | +0.3% | +12.2% | +12.3% |
| 3M | +4.5% | +9.7% | -5.1% | +0.6% |
| 6M | -0.5% | +32.0% | -32.4% | -10.8% |
| YTD | +4.4% | +43.3% | -38.9% | -9.4% |
| 1Y | +4.4% | +63.7% | -59.3% | -14.0% |
| 3Y | -3.4% | +58.0% | -61.4% | -21.4% |
| 5Y | +5.2% | +105.0% | -99.8% | -24.3% |
| All | +95.5% | +228.4% | -132.8% | +17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling