+249.5%
MRVL vs PFGC
-5.1%
+254.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.5% | +7.6% | +6.9% |
| 7D | +3.2% | -2.2% | +5.4% | +2.4% |
| 30D | +5.9% | -11.9% | +17.9% | +1.4% |
| 3M | -29.3% | +5.0% | -34.3% | -29.2% |
| 6M | +186.5% | +8.6% | +177.9% | +182.4% |
| YTD | +163.4% | +9.7% | +153.8% | +166.8% |
| 1Y | +249.5% | -6.3% | +255.8% | +239.6% |
| All | +249.5% | -5.1% | +254.6% | +239.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling