+195.7%
MRVL vs PCG
-19.3%
+215.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.2% | -6.8% | -5.1% |
| 7D | +11.0% | +2.2% | +8.9% | +10.5% |
| 30D | -36.1% | +0.8% | -36.8% | -36.2% |
| 3M | -29.4% | -23.8% | -5.6% | -25.8% |
| 6M | -11.9% | -19.6% | +7.8% | -9.0% |
| YTD | +84.8% | -16.7% | +101.5% | +89.3% |
| 1Y | +79.4% | -19.4% | +98.8% | +85.4% |
| 3Y | +195.7% | -18.3% | +214.1% | +187.2% |
| All | +195.7% | -19.3% | +215.0% | +187.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling