+4.4%
PEP vs MRK
+66.6%
-62.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.7% | +2.1% |
| 7D | +2.9% | +0.7% | +2.2% | +2.8% |
| 30D | +12.5% | +0.3% | +12.2% | +12.4% |
| 3M | +4.5% | +9.7% | -5.1% | +2.3% |
| 6M | -0.5% | +32.0% | -32.4% | -6.5% |
| YTD | +4.4% | +43.3% | -38.9% | -2.2% |
| 1Y | +4.4% | +63.7% | -59.3% | -3.2% |
| All | +4.4% | +66.6% | -62.2% | -3.2% |
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