According to Y-DNA research, Peter Mallory of New Haven, CT, cannot be related in the male line in any degree whatsoever to the Mallorys who settled in Virginia OR to most of the notable Mallorys in England.
His Y-DNA haplotype has been tested via five lines of descendants and found to be R1b1a2. The main Mallory lines, including descendants of Captain Roger Mallory of Virginia, belong to haplotype I1.
From: http://www.washingtonlass.com/MalloryFamilyGenealogy.html
Rafe Mallory married Grace Neal in 1608. They had at least five children, one of whom was named after his grandfather, Peter. This Peter Mallory married Susan Weedon 19th April 1636 and sold Shelton Hall to William Busby in 1667. Their two eldest children were Susan and William. This is NOT the Peter Mallory who went to Virginia [OR who] signed the Planters’ Oath at New Haven on 5th August 1644.
(I suspect there are three different Peter Mallorys referred to here.)