+987.9%
MRNA vs PEGA
-44.4%
+1,032.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | 0.0% | +13.1% | +13.1% |
| 7D | +20.6% | -2.9% | +23.5% | +22.0% |
| 30D | +27.1% | -0.5% | +27.6% | +26.6% |
| 3M | +353.4% | +8.5% | +344.9% | +337.6% |
| 6M | +446.3% | -6.3% | +452.5% | +437.7% |
| YTD | +776.2% | -42.2% | +818.4% | +928.4% |
| 1Y | +987.9% | -43.4% | +1,031.4% | +1,218.7% |
| All | +987.9% | -44.4% | +1,032.4% | +1,218.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling