-69.6%
MRNA vs PEGA
-47.2%
-22.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.2% | 0.0% |
| 7D | -8.2% | -5.3% | -2.9% | -6.4% |
| 30D | +125.6% | +8.3% | +117.3% | +120.0% |
| 3M | +197.1% | +8.9% | +188.1% | +186.5% |
| 6M | +148.5% | -19.7% | +168.2% | +161.6% |
| YTD | +363.3% | -39.9% | +403.2% | +428.8% |
| 1Y | +462.0% | -36.4% | +498.4% | +526.7% |
| 3Y | +26.9% | +52.8% | -25.9% | -3.1% |
| 5Y | -69.6% | -45.7% | -23.9% | -61.4% |
| All | -69.6% | -47.2% | -22.4% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling