+86.2%
MRVL vs PEP
+1.2%
+85.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +0.2% | -16.6% | -16.4% |
| 7D | -38.8% | +6.7% | -45.5% | -37.8% |
| 30D | -53.5% | +13.5% | -67.0% | -52.1% |
| 3M | -36.7% | +3.9% | -40.6% | -35.7% |
| 6M | -20.8% | -6.0% | -14.8% | -19.2% |
| YTD | +57.4% | +2.5% | +55.0% | +59.7% |
| 1Y | +44.0% | +3.9% | +40.1% | +45.8% |
| 3Y | +162.2% | -4.7% | +166.9% | +159.5% |
| All | +86.2% | +1.2% | +85.0% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling