+121.5%
MRVL vs PFGC
+122.2%
-0.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -10.2% | +15.0% | -25.2% | -16.4% |
| 30D | -43.9% | +17.0% | -60.9% | -48.6% |
| 3M | -26.0% | -2.5% | -23.5% | -26.0% |
| 6M | -9.2% | +19.2% | -28.4% | -20.5% |
| YTD | +82.0% | +23.4% | +58.5% | +53.2% |
| 1Y | +65.9% | +13.9% | +52.0% | +46.1% |
| 3Y | +185.0% | +82.0% | +103.0% | +80.5% |
| 5Y | +121.5% | +128.7% | -7.2% | +18.2% |
| All | +121.5% | +122.2% | -0.8% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling