+629.1%
MRNA vs PENG
+205.1%
+424.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.3% |
| 7D | -10.1% | +7.3% | -17.4% | -10.7% |
| 30D | +126.7% | -7.5% | +134.2% | +126.3% |
| 3M | +184.1% | -17.2% | +201.4% | +182.0% |
| 6M | +143.3% | +176.7% | -33.5% | +96.0% |
| YTD | +359.9% | +161.0% | +198.8% | +273.5% |
| 1Y | +454.2% | +108.8% | +345.4% | +362.7% |
| 3Y | +26.0% | +109.8% | -83.8% | +0.6% |
| 5Y | -70.3% | +111.7% | -182.0% | -76.7% |
| All | +629.1% | +205.1% | +424.0% | +501.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling