+1,925.8%
MRVL vs PGR
+825.1%
+1,100.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.4% | +3.9% |
| 7D | +5.6% | -0.6% | +6.2% | +5.7% |
| 30D | +8.8% | +4.9% | +3.8% | +7.6% |
| 3M | -15.9% | +7.6% | -23.5% | -18.1% |
| 6M | +161.3% | +8.3% | +153.0% | +152.1% |
| YTD | +178.2% | +1.7% | +176.5% | +172.7% |
| 1Y | +255.3% | -6.8% | +262.2% | +256.0% |
| 3Y | +323.1% | +73.4% | +249.7% | +225.4% |
| 5Y | +293.2% | +161.2% | +132.0% | +141.8% |
| All | +1,925.8% | +825.1% | +1,100.7% | +704.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 10y: compounded portfolio wealth divided by compounded PGR 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…
10y analysis · Full analysis span regression · 6 months rolling