+96.9%
MRVL vs PENG
+42.1%
+54.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +12.4% | -6.7% | -1.1% |
| 7D | -28.1% | -19.4% | -8.7% | -19.6% |
| 30D | -50.4% | -42.4% | -8.0% | -33.9% |
| 3M | -32.9% | -25.6% | -7.3% | -23.9% |
| 6M | -17.9% | +7.3% | -25.2% | -23.6% |
| YTD | +66.4% | +113.9% | -47.4% | +5.5% |
| 1Y | +51.5% | +93.6% | -42.0% | +0.9% |
| 3Y | +177.9% | +170.2% | +7.7% | +36.8% |
| All | +96.9% | +42.1% | +54.8% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling