-18.3%
MRNA vs PCOR
-35.6%
+17.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.6% | +0.3% | -1.7% |
| 7D | -10.1% | -9.0% | -1.1% | -6.0% |
| 30D | +126.7% | -7.0% | +133.7% | +136.1% |
| 3M | +184.1% | +18.3% | +165.8% | +166.3% |
| 6M | +143.3% | -7.8% | +151.1% | +147.6% |
| YTD | +359.9% | -25.6% | +385.4% | +406.3% |
| 1Y | +454.2% | -22.7% | +476.9% | +496.6% |
| 3Y | +26.0% | -17.7% | +43.7% | +28.4% |
| 5Y | -70.3% | -42.0% | -28.2% | -70.0% |
| All | -18.3% | -35.6% | +17.3% | -17.8% |
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