+629.1%
MRNA vs PEGA
+39.1%
+590.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -2.7% |
| 7D | -10.1% | -6.1% | -3.9% | -8.3% |
| 30D | +126.7% | +6.4% | +120.3% | +123.3% |
| 3M | +184.1% | +2.9% | +181.2% | +180.0% |
| 6M | +143.3% | -23.8% | +167.1% | +158.1% |
| YTD | +359.9% | -41.1% | +400.9% | +417.4% |
| 1Y | +454.2% | -38.2% | +492.4% | +513.7% |
| 3Y | +26.0% | +49.8% | -23.9% | +3.9% |
| 5Y | -70.3% | -48.0% | -22.2% | -71.0% |
| All | +629.1% | +39.1% | +590.0% | +454.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling