+794.1%
MRVL vs PENG
+597.2%
+196.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +12.4% | -6.7% | +0.7% |
| 7D | -28.1% | -19.4% | -8.7% | -21.6% |
| 30D | -50.4% | -42.4% | -8.0% | -38.2% |
| 3M | -32.9% | -25.6% | -7.3% | -25.6% |
| 6M | -17.9% | +7.3% | -25.2% | -20.2% |
| YTD | +66.4% | +113.9% | -47.4% | +23.6% |
| 1Y | +51.5% | +93.6% | -42.0% | +16.6% |
| 3Y | +177.9% | +170.2% | +7.7% | +81.9% |
| 5Y | +100.0% | +44.2% | +55.8% | +50.3% |
| All | +794.1% | +597.2% | +196.9% | +428.7% |
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