+162.8%
MRVL vs PEP
-3.9%
+166.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +0.2% | -16.6% | -16.3% |
| 7D | -38.8% | +6.7% | -45.5% | -35.4% |
| 30D | -53.5% | +13.5% | -67.0% | -48.5% |
| 3M | -36.7% | +3.9% | -40.6% | -33.7% |
| 6M | -20.8% | -6.0% | -14.8% | -18.9% |
| YTD | +57.4% | +2.5% | +55.0% | +68.3% |
| 1Y | +44.0% | +3.9% | +40.1% | +55.1% |
| All | +162.8% | -3.9% | +166.7% | +165.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling