+29.1%
MRNA vs PBF
+56.6%
-27.5%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.7% |
| 7D | -8.2% | +2.3% | -10.6% | -8.4% |
| 30D | +125.6% | +11.6% | +114.0% | +123.7% |
| 3M | +197.1% | +81.7% | +115.3% | +183.1% |
| 6M | +148.5% | +96.4% | +52.0% | +132.3% |
| YTD | +363.3% | +189.5% | +173.8% | +310.3% |
| 1Y | +462.0% | +180.7% | +281.2% | +396.5% |
| All | +29.1% | +56.6% | -27.5% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling