-12.5%
PEP vs MRK
+51.4%
-63.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 7D | +0.1% | -0.9% | +1.0% | +0.3% |
| 30D | +0.7% | +15.5% | -14.8% | -3.2% |
| 3M | -0.5% | +25.1% | -25.6% | -6.5% |
| 6M | -11.3% | +30.1% | -41.4% | -17.7% |
| YTD | -0.6% | +43.1% | -43.7% | -10.0% |
| 1Y | +1.7% | +82.5% | -80.8% | -14.3% |
| 3Y | -12.5% | +49.3% | -61.8% | -26.9% |
| All | -12.5% | +51.4% | -63.9% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling