+1,173.1%
MRVL vs PFGC
+351.0%
+822.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.1% | -5.8% | -5.0% |
| 7D | +11.0% | +3.4% | +7.6% | +10.1% |
| 30D | -36.1% | +16.9% | -53.0% | -39.1% |
| 3M | -29.4% | +6.4% | -35.8% | -31.2% |
| 6M | -11.9% | +16.0% | -27.9% | -17.0% |
| YTD | +84.8% | +23.6% | +61.1% | +70.0% |
| 1Y | +79.4% | +16.6% | +62.8% | +67.3% |
| 3Y | +195.7% | +82.3% | +113.5% | +144.1% |
| 5Y | +117.2% | +138.7% | -21.5% | +68.2% |
| All | +1,173.1% | +351.0% | +822.1% | +738.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling