+1,293.1%
MRVL vs PEGA
+94.5%
+1,198.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.4% | +9.8% | +9.5% |
| 7D | +5.6% | -8.6% | +14.3% | +9.1% |
| 30D | -36.5% | -10.1% | -26.4% | -34.2% |
| 3M | -20.5% | -4.7% | -15.7% | -20.5% |
| 6M | -1.1% | -8.0% | +6.8% | -3.0% |
| YTD | +99.0% | -47.1% | +146.1% | +139.2% |
| 1Y | +89.3% | -47.5% | +136.7% | +127.6% |
| 3Y | +211.6% | +40.2% | +171.4% | +109.3% |
| 5Y | +134.1% | -45.7% | +179.8% | +142.3% |
| 10Y | +1,293.1% | +85.1% | +1,208.1% | +683.5% |
| All | +1,293.1% | +94.5% | +1,198.6% | +683.5% |
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