+968.9%
MRVL vs PENG
+720.8%
+248.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +10.3% | -1.0% | +5.1% |
| 7D | +5.6% | +1.9% | +3.8% | +4.8% |
| 30D | -36.5% | -37.8% | +1.3% | -23.2% |
| 3M | -20.5% | -14.1% | -6.4% | -16.8% |
| 6M | -1.1% | +13.1% | -14.3% | -6.1% |
| YTD | +99.0% | +151.8% | -52.8% | +38.4% |
| 1Y | +89.3% | +136.0% | -46.7% | +34.7% |
| 3Y | +211.6% | +217.9% | -6.3% | +91.1% |
| 5Y | +134.1% | +64.1% | +70.0% | +66.1% |
| All | +968.9% | +720.8% | +248.0% | +492.0% |
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