+1,954.1%
MRVL vs PEGA
+170.9%
+1,783.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.4% | +5.1% |
| 7D | +13.8% | -6.1% | +20.0% | +16.4% |
| 30D | +12.7% | +6.4% | +6.3% | +9.4% |
| 3M | -11.9% | +2.9% | -14.8% | -15.7% |
| 6M | +153.8% | -23.8% | +177.7% | +170.1% |
| YTD | +177.0% | -41.1% | +218.0% | +222.4% |
| 1Y | +252.3% | -38.2% | +290.6% | +294.9% |
| 3Y | +325.5% | +49.8% | +275.7% | +186.1% |
| 5Y | +290.9% | -48.0% | +338.9% | +322.8% |
| 10Y | +1,954.1% | +173.1% | +1,781.0% | +1,145.8% |
| All | +1,954.1% | +170.9% | +1,783.2% | +1,145.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling