+392.8%
MRVL vs PCOR
-30.9%
+423.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -4.3% | +11.3% | +8.9% |
| 7D | +3.2% | -9.0% | +12.2% | +7.3% |
| 30D | +5.9% | +4.2% | +1.8% | +3.4% |
| 3M | -29.3% | +14.4% | -43.8% | -34.9% |
| 6M | +186.5% | +0.2% | +186.3% | +169.9% |
| YTD | +163.4% | -20.3% | +183.7% | +175.4% |
| 1Y | +249.5% | -16.1% | +265.6% | +251.1% |
| 3Y | +289.4% | -14.7% | +304.1% | +273.1% |
| 5Y | +270.2% | -43.2% | +313.4% | +238.8% |
| All | +392.8% | -30.9% | +423.8% | +352.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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