+1,315.3%
MRVL vs PENG
+762.7%
+552.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.4% | +0.6% | +4.5% |
| 7D | +3.2% | +4.5% | -1.3% | +1.4% |
| 30D | +5.9% | -7.1% | +13.0% | +8.5% |
| 3M | -29.3% | -27.3% | -2.1% | -21.1% |
| 6M | +186.5% | +169.6% | +16.9% | +97.2% |
| YTD | +163.4% | +164.6% | -1.2% | +81.5% |
| 1Y | +249.5% | +109.5% | +140.0% | +158.2% |
| 3Y | +289.4% | +98.9% | +190.4% | +166.0% |
| 5Y | +270.2% | +116.3% | +154.0% | +144.2% |
| All | +1,315.3% | +762.7% | +552.6% | +676.0% |
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 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