+1,832.5%
MRVL vs PCG
-75.0%
+1,907.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | +0.4% |
| 7D | +7.1% | +5.4% | +1.7% | +6.5% |
| 30D | +3.1% | -15.1% | +18.2% | +4.7% |
| 3M | -21.9% | -9.8% | -12.1% | -21.4% |
| 6M | +151.8% | -18.0% | +169.9% | +156.2% |
| YTD | +165.6% | -7.2% | +172.9% | +166.4% |
| 1Y | +242.3% | +2.9% | +239.4% | +239.2% |
| 3Y | +308.2% | -11.1% | +319.3% | +309.1% |
| 5Y | +280.4% | +61.8% | +218.6% | +260.5% |
| 10Y | +1,832.5% | -75.2% | +1,907.7% | +1,922.9% |
| All | +1,832.5% | -75.0% | +1,907.5% | +1,922.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling