+290.9%
MRVL vs PFG
+109.8%
+181.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.1% | +4.9% |
| 7D | +13.8% | +3.2% | +10.6% | +10.8% |
| 30D | +12.7% | +0.9% | +11.7% | +11.3% |
| 3M | -11.9% | +7.7% | -19.6% | -18.5% |
| 6M | +153.8% | +29.0% | +124.9% | +102.7% |
| YTD | +177.0% | +32.5% | +144.5% | +114.5% |
| 1Y | +252.3% | +47.3% | +205.0% | +149.0% |
| 3Y | +325.5% | +68.2% | +257.3% | +162.9% |
| 5Y | +290.9% | +108.5% | +182.4% | +110.4% |
| All | +290.9% | +109.8% | +181.1% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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