+82.7%
MRVL vs PEGA
-44.4%
+127.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | 0.0% | -7.1% | -7.1% |
| 7D | -36.5% | -2.9% | -33.6% | -36.8% |
| 30D | -41.1% | -0.5% | -40.6% | -41.0% |
| 3M | -26.9% | +8.5% | -35.4% | -25.8% |
| 6M | -2.3% | -6.3% | +4.0% | +0.9% |
| YTD | +88.4% | -42.2% | +130.6% | +96.8% |
| 1Y | +82.7% | -43.4% | +126.2% | +96.7% |
| All | +82.7% | -44.4% | +127.2% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling