+1,954.1%
MRVL vs PEP
+75.7%
+1,878.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.5% | +4.6% |
| 7D | +13.8% | -1.7% | +15.5% | +14.3% |
| 30D | +12.7% | +0.3% | +12.4% | +12.4% |
| 3M | -11.9% | -3.2% | -8.7% | -12.0% |
| 6M | +153.8% | -13.6% | +167.4% | +163.0% |
| YTD | +177.0% | -1.9% | +178.8% | +172.1% |
| 1Y | +252.3% | -0.6% | +253.0% | +241.9% |
| 3Y | +325.5% | -13.6% | +339.1% | +325.2% |
| 5Y | +290.9% | +3.2% | +287.7% | +248.3% |
| 10Y | +1,954.1% | +79.1% | +1,875.1% | +1,341.9% |
| All | +1,954.1% | +75.7% | +1,878.4% | +1,341.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 10y: compounded portfolio wealth divided by compounded PEP 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…
10y analysis · Full analysis span regression · 6 months rolling