+745.7%
MRVL vs PENG
+520.3%
+225.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -23.0% | +6.6% | -7.0% |
| 7D | -38.8% | -36.7% | -2.1% | -26.3% |
| 30D | -53.5% | -42.0% | -11.4% | -42.3% |
| 3M | -36.7% | -33.2% | -3.5% | -26.6% |
| 6M | -20.8% | +2.1% | -22.9% | -21.1% |
| YTD | +57.4% | +90.3% | -32.9% | +22.8% |
| 1Y | +44.0% | +67.7% | -23.7% | +17.5% |
| 3Y | +162.2% | +154.2% | +8.0% | +76.8% |
| 5Y | +89.2% | +28.3% | +60.9% | +49.3% |
| All | +745.7% | +520.3% | +225.3% | +425.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling