+674.0%
MRNA vs PEGA
+43.9%
+630.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.5% | +3.9% | +4.9% |
| 7D | -1.1% | -3.0% | +1.9% | -0.1% |
| 30D | +126.1% | +15.9% | +110.2% | +117.7% |
| 3M | +190.0% | +10.8% | +179.2% | +180.0% |
| 6M | +157.2% | -16.5% | +173.7% | +166.0% |
| YTD | +388.2% | -39.0% | +427.2% | +443.8% |
| 1Y | +467.0% | -37.3% | +504.3% | +524.8% |
| 3Y | +36.1% | +59.2% | -23.1% | +10.3% |
| 5Y | -68.0% | -44.9% | -23.1% | -69.1% |
| All | +674.0% | +43.9% | +630.1% | +482.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling