+289.8%
MRVL vs PENG
+101.4%
+188.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.4% | +0.6% | +4.0% |
| 7D | +3.2% | +4.5% | -1.3% | +1.1% |
| 30D | +5.9% | -7.1% | +13.0% | +8.8% |
| 3M | -29.3% | -27.3% | -2.1% | -20.0% |
| 6M | +186.5% | +169.6% | +16.9% | +91.2% |
| YTD | +163.4% | +164.6% | -1.2% | +75.9% |
| 1Y | +249.5% | +109.5% | +140.0% | +150.7% |
| All | +289.8% | +101.4% | +188.4% | +154.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling