+877.6%
MRVL vs PENG
+644.0%
+233.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.8% |
| 7D | -10.2% | -16.1% | +5.9% | -3.6% |
| 30D | -43.9% | -41.5% | -2.4% | -30.5% |
| 3M | -26.0% | -19.1% | -6.9% | -20.7% |
| 6M | -9.2% | +0.9% | -10.1% | -9.8% |
| YTD | +82.0% | +128.2% | -46.2% | +31.7% |
| 1Y | +65.9% | +98.6% | -32.7% | +26.2% |
| 3Y | +185.0% | +188.2% | -3.1% | +81.9% |
| 5Y | +121.5% | +55.5% | +65.9% | +61.8% |
| All | +877.6% | +644.0% | +233.6% | +463.4% |
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