+118.8%
MRVL vs PENG
+56.5%
+62.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.5% | +0.8% | -1.7% |
| 7D | +11.0% | +13.2% | -2.2% | +3.8% |
| 30D | -36.1% | -29.9% | -6.2% | -23.0% |
| 3M | -29.4% | -22.2% | -7.2% | -21.8% |
| 6M | -11.9% | -1.9% | -10.0% | -14.3% |
| YTD | +84.8% | +142.1% | -57.3% | +9.5% |
| 1Y | +79.4% | +151.5% | -72.1% | +4.3% |
| 3Y | +195.7% | +206.9% | -11.2% | +36.1% |
| All | +118.8% | +56.5% | +62.3% | +25.6% |
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