-5.3%
PG vs MRK
+84.5%
-89.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | +1.9% | +1.3% | +0.5% | +1.6% |
| 30D | -0.2% | +17.1% | -17.4% | -3.8% |
| 3M | +4.8% | +25.9% | -21.1% | -0.7% |
| 6M | -6.1% | +26.8% | -32.9% | -11.2% |
| YTD | +4.5% | +44.9% | -40.5% | -3.2% |
| 1Y | -5.3% | +84.8% | -90.1% | -15.1% |
| All | -5.3% | +84.5% | -89.8% | -15.1% |
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