-0.3%
PEP vs MRK
+77.5%
-77.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.3% |
| 7D | -1.4% | -5.0% | +3.6% | -0.4% |
| 30D | -0.2% | +11.0% | -11.2% | -2.6% |
| 3M | -4.3% | +22.4% | -26.7% | -8.7% |
| 6M | -13.2% | +25.4% | -38.6% | -17.7% |
| YTD | -1.9% | +39.5% | -41.4% | -8.6% |
| 1Y | -0.3% | +78.0% | -78.3% | -12.0% |
| All | -0.3% | +77.5% | -77.8% | -12.0% |
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