+308.2%
MRVL vs PFGC
+63.1%
+245.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.4% |
| 7D | +7.1% | -2.4% | +9.6% | +7.9% |
| 30D | +3.1% | -15.8% | +18.8% | +8.2% |
| 3M | -21.9% | -0.6% | -21.3% | -23.6% |
| 6M | +151.8% | +10.7% | +141.2% | +132.7% |
| YTD | +165.6% | +7.6% | +158.0% | +145.0% |
| 1Y | +242.3% | -7.8% | +250.1% | +244.0% |
| 3Y | +308.2% | +63.7% | +244.4% | +193.1% |
| All | +308.2% | +63.1% | +245.1% | +193.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling