+280.4%
MRVL vs PEGA
-47.9%
+328.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +2.1% |
| 7D | +7.1% | -2.4% | +9.5% | +7.8% |
| 30D | +3.1% | +9.6% | -6.6% | -0.3% |
| 3M | -21.9% | +2.3% | -24.3% | -24.2% |
| 6M | +151.8% | -23.9% | +175.7% | +167.6% |
| YTD | +165.6% | -39.8% | +205.4% | +203.5% |
| 1Y | +242.3% | -37.4% | +279.7% | +279.5% |
| 3Y | +308.2% | +53.1% | +255.0% | +188.0% |
| 5Y | +280.4% | -47.2% | +327.6% | +345.5% |
| All | +280.4% | -47.9% | +328.3% | +345.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling