+1,064.4%
MRVL vs PCG
-13.6%
+1,078.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +6.0% |
| 7D | -28.1% | -1.6% | -26.5% | -27.9% |
| 30D | -50.4% | +1.4% | -51.8% | -50.5% |
| 3M | -32.9% | -23.4% | -9.5% | -30.4% |
| 6M | -17.9% | -19.4% | +1.4% | -15.8% |
| YTD | +66.4% | -18.5% | +84.9% | +70.3% |
| 1Y | +51.5% | -19.5% | +71.1% | +55.3% |
| 3Y | +177.9% | -21.0% | +198.9% | +183.6% |
| 5Y | +100.0% | +13.7% | +86.3% | +93.0% |
| 10Y | +1,108.1% | -77.2% | +1,185.3% | +1,176.9% |
| All | +1,064.4% | -13.6% | +1,078.0% | +732.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling