+1,847.4%
MRVL vs PFGC
+294.6%
+1,552.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -3.1% |
| 7D | +8.7% | -4.8% | +13.5% | +10.1% |
| 30D | +6.9% | -17.2% | +24.1% | +12.1% |
| 3M | -10.1% | -6.3% | -3.8% | -9.2% |
| 6M | +143.4% | +8.8% | +134.6% | +134.6% |
| YTD | +167.5% | +4.9% | +162.5% | +158.8% |
| 1Y | +239.0% | -9.5% | +248.5% | +240.2% |
| 3Y | +311.0% | +59.6% | +251.4% | +253.8% |
| 5Y | +278.0% | +113.5% | +164.5% | +204.1% |
| All | +1,847.4% | +294.6% | +1,552.8% | +1,227.4% |
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