+251.0%
MRVL vs PFGC
-8.0%
+259.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +3.8% |
| 7D | +13.8% | -3.7% | +17.5% | +12.3% |
| 30D | +12.7% | -16.0% | +28.6% | +6.1% |
| 3M | -11.9% | -4.1% | -7.8% | -14.1% |
| 6M | +153.8% | +8.7% | +145.1% | +149.2% |
| YTD | +177.0% | +6.4% | +170.6% | +177.3% |
| All | +251.0% | -8.0% | +259.0% | +238.0% |
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