+51.1%
MRNA vs PCOR
-9.2%
+60.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.3% | -6.5% | -6.6% |
| 7D | +9.8% | +20.7% | -10.9% | +0.4% |
| 30D | +11.5% | +35.7% | -24.2% | -3.6% |
| 3M | +319.4% | +31.1% | +288.3% | +269.7% |
| 6M | +361.5% | +43.1% | +318.4% | +286.9% |
| YTD | +750.6% | +4.8% | +745.7% | +692.7% |
| 1Y | +913.0% | -3.7% | +916.7% | +882.4% |
| 3Y | +258.1% | +46.5% | +211.5% | +183.0% |
| 5Y | +9.6% | -17.3% | +26.8% | -7.0% |
| All | +51.1% | -9.2% | +60.3% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling