+2,626.8%
MRVL vs PFGC
+419.1%
+2,207.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.5% | +7.6% | +7.2% |
| 7D | +3.2% | -2.2% | +5.4% | +3.8% |
| 30D | +5.9% | -11.9% | +17.9% | +9.3% |
| 3M | -29.3% | +5.0% | -34.3% | -30.9% |
| 6M | +186.5% | +8.6% | +177.9% | +176.3% |
| YTD | +163.4% | +9.7% | +153.8% | +152.2% |
| 1Y | +249.5% | -6.3% | +255.8% | +247.8% |
| 3Y | +289.4% | +58.2% | +231.1% | +237.0% |
| 5Y | +270.2% | +110.4% | +159.8% | +199.2% |
| 10Y | +1,748.8% | +272.8% | +1,476.1% | +1,136.3% |
| All | +2,626.8% | +419.1% | +2,207.7% | +1,735.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling