+629.1%
MRNA vs PBF
+154.0%
+475.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.0% | -3.4% |
| 7D | -10.1% | +1.4% | -11.4% | -10.1% |
| 30D | +126.7% | +15.8% | +110.9% | +126.7% |
| 3M | +184.1% | +90.3% | +93.8% | +184.1% |
| 6M | +143.3% | +102.8% | +40.5% | +143.0% |
| YTD | +359.9% | +187.3% | +172.5% | +358.7% |
| 1Y | +454.2% | +161.8% | +292.3% | +453.2% |
| 3Y | +26.0% | +55.5% | -29.5% | +23.8% |
| 5Y | -70.3% | +801.9% | -872.2% | -69.5% |
| All | +629.1% | +154.0% | +475.1% | +727.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling