+1,235.6%
MRVL vs PFGC
+346.1%
+889.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.3% |
| 7D | +23.1% | +0.3% | +22.9% | +23.1% |
| 30D | -38.8% | +16.1% | -54.9% | -41.6% |
| 3M | -24.2% | +2.4% | -26.6% | -25.4% |
| 6M | 0.0% | +15.7% | -15.7% | -5.7% |
| YTD | +93.8% | +22.3% | +71.6% | +78.8% |
| 1Y | +84.4% | +13.9% | +70.5% | +73.1% |
| 3Y | +203.6% | +80.3% | +123.3% | +151.3% |
| 5Y | +127.8% | +136.1% | -8.3% | +77.0% |
| All | +1,235.6% | +346.1% | +889.5% | +782.6% |
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 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