+1,743.1%
MRVL vs PEP
+545.1%
+1,198.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.7% | +7.7% | +7.3% |
| 7D | +3.2% | -1.4% | +4.6% | +3.6% |
| 30D | +5.9% | +0.2% | +5.7% | +5.7% |
| 3M | -29.3% | -1.1% | -28.2% | -30.0% |
| 6M | +186.5% | -13.5% | +200.0% | +196.2% |
| YTD | +163.4% | -1.2% | +164.6% | +158.7% |
| 1Y | +249.5% | -1.6% | +251.0% | +241.4% |
| 3Y | +289.4% | -12.5% | +301.9% | +286.4% |
| 5Y | +270.2% | +3.0% | +267.2% | +243.4% |
| 10Y | +1,748.8% | +73.9% | +1,674.9% | +1,298.5% |
| All | +1,743.1% | +545.1% | +1,198.0% | +1,026.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling