+879.0%
MRVL vs PENG
+661.7%
+217.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +9.3% | +0.2% | +5.7% |
| 7D | -9.8% | -3.8% | -6.0% | -8.7% |
| 30D | -43.8% | -40.1% | -3.7% | -31.1% |
| 3M | -29.3% | -21.8% | -7.5% | -23.2% |
| 6M | -9.1% | +3.3% | -12.4% | -10.5% |
| YTD | +82.2% | +133.6% | -51.4% | +30.7% |
| 1Y | +70.3% | +110.7% | -40.4% | +26.7% |
| 3Y | +197.0% | +204.3% | -7.3% | +85.8% |
| 5Y | +115.8% | +54.4% | +61.4% | +57.3% |
| All | +879.0% | +661.7% | +217.3% | +458.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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