+3,159.9%
PEP vs MRK
+3,881.6%
-721.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.2% |
| 7D | -1.4% | +1.3% | -2.7% | -1.8% |
| 30D | +0.2% | +17.1% | -16.9% | -4.9% |
| 3M | -1.1% | +25.9% | -27.0% | -8.5% |
| 6M | -13.5% | +26.8% | -40.3% | -20.3% |
| YTD | -1.2% | +44.9% | -46.1% | -12.7% |
| 1Y | -1.6% | +84.8% | -86.4% | -19.8% |
| 3Y | -12.5% | +50.1% | -62.6% | -25.0% |
| 5Y | +3.0% | +127.4% | -124.4% | -23.5% |
| 10Y | +73.9% | +240.0% | -166.0% | +12.7% |
| All | +3,159.9% | +3,881.6% | -721.7% | +456.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling