+987.9%
MRNA vs PENG
+120.5%
+867.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -9.1% | +22.2% | +12.5% |
| 7D | +20.6% | -20.5% | +41.1% | +19.2% |
| 30D | +27.1% | -20.4% | +47.5% | +25.7% |
| 3M | +353.4% | -16.4% | +369.8% | +351.7% |
| 6M | +446.3% | +49.2% | +397.0% | +351.7% |
| YTD | +776.2% | +147.2% | +629.0% | +521.1% |
| 1Y | +987.9% | +124.7% | +863.2% | +681.4% |
| All | +987.9% | +120.5% | +867.4% | +681.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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