-65.7%
MRNA vs PBF
+799.3%
-865.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.6% | +3.8% | +5.4% |
| 7D | -1.1% | +5.3% | -6.4% | -1.1% |
| 30D | +126.1% | +11.7% | +114.4% | +126.0% |
| 3M | +190.0% | +91.1% | +98.9% | +189.4% |
| 6M | +157.2% | +88.4% | +68.8% | +156.2% |
| YTD | +388.2% | +194.1% | +194.1% | +382.4% |
| 1Y | +467.0% | +180.4% | +286.6% | +461.1% |
| 3Y | +36.1% | +59.3% | -23.2% | +27.8% |
| All | -65.7% | +799.3% | -865.0% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling