+1,224.2%
MRVL vs PEGA
+92.7%
+1,131.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.6% |
| 7D | -10.2% | -8.2% | -2.0% | -7.4% |
| 30D | -43.9% | -11.6% | -32.4% | -41.5% |
| 3M | -26.0% | -4.2% | -21.8% | -26.1% |
| 6M | -9.2% | -12.0% | +2.8% | -9.3% |
| YTD | +82.0% | -46.9% | +128.9% | +118.5% |
| 1Y | +65.9% | -47.0% | +112.9% | +98.7% |
| 3Y | +185.0% | +40.9% | +144.2% | +91.1% |
| 5Y | +121.5% | -45.4% | +166.8% | +128.6% |
| 10Y | +1,224.2% | +95.9% | +1,128.2% | +603.2% |
| All | +1,224.2% | +92.7% | +1,131.5% | +603.2% |
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