+499.5%
MRNA vs PBF
+176.4%
+323.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.3% |
| 7D | +5.5% | +4.3% | +1.2% | +5.8% |
| 30D | +158.7% | +22.0% | +136.8% | +160.1% |
| 3M | +182.1% | +74.5% | +107.6% | +190.6% |
| 6M | +151.8% | +67.7% | +84.1% | +159.0% |
| YTD | +393.6% | +179.2% | +214.4% | +401.8% |
| 1Y | +499.5% | +170.0% | +329.5% | +529.1% |
| All | +499.5% | +176.4% | +323.1% | +529.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling