-12.3%
MRNA vs PCOR
-30.9%
+18.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.0% | -0.2% |
| 7D | +5.5% | -9.0% | +14.4% | +9.9% |
| 30D | +158.7% | +4.2% | +154.6% | +156.3% |
| 3M | +182.1% | +14.4% | +167.7% | +167.2% |
| 6M | +151.8% | +0.2% | +151.6% | +146.3% |
| YTD | +393.6% | -20.3% | +413.8% | +425.9% |
| 1Y | +499.5% | -16.1% | +515.6% | +521.1% |
| 3Y | +29.3% | -14.7% | +44.0% | +29.3% |
| 5Y | -65.1% | -43.2% | -21.9% | -66.2% |
| All | -12.3% | -30.9% | +18.6% | -14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling