+271.9%
MRVL vs PCG
+58.3%
+213.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.4% | +4.6% | +6.2% |
| 7D | +3.2% | -13.9% | +17.1% | +7.5% |
| 30D | +5.9% | -16.9% | +22.8% | +11.9% |
| 3M | -29.3% | -14.7% | -14.6% | -26.7% |
| 6M | +186.5% | -23.8% | +210.3% | +210.0% |
| YTD | +163.4% | -10.5% | +173.9% | +167.2% |
| 1Y | +249.5% | -5.1% | +254.6% | +244.5% |
| 3Y | +289.4% | -11.6% | +301.0% | +279.6% |
| All | +271.9% | +58.3% | +213.6% | +163.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling