+75.7%
PEP vs MRK
+232.4%
-156.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.6% |
| 7D | -1.4% | -5.0% | +3.6% | +0.4% |
| 30D | -0.2% | +11.0% | -11.2% | -4.1% |
| 3M | -4.3% | +22.4% | -26.7% | -11.4% |
| 6M | -13.2% | +25.4% | -38.6% | -20.6% |
| YTD | -1.9% | +39.5% | -41.4% | -13.6% |
| 1Y | -0.3% | +78.0% | -78.3% | -20.1% |
| 3Y | -13.6% | +45.5% | -59.2% | -27.0% |
| 5Y | +3.4% | +130.3% | -126.9% | -29.3% |
| All | +75.7% | +232.4% | -156.7% | +9.4% |
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