+323.1%
MRVL vs PG
+2.5%
+320.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +5.0% |
| 7D | +5.6% | -0.8% | +6.4% | +5.1% |
| 30D | +8.8% | +0.8% | +7.9% | +9.5% |
| 3M | -15.9% | -1.3% | -14.5% | -15.5% |
| 6M | +161.3% | -3.8% | +165.1% | +162.1% |
| YTD | +178.2% | +3.6% | +174.6% | +189.7% |
| 1Y | +255.3% | -5.7% | +261.0% | +257.2% |
| 3Y | +323.1% | +1.6% | +321.5% | +345.4% |
| All | +323.1% | +2.5% | +320.6% | +345.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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