+457.8%
MRNA vs PENG
+106.9%
+350.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.4% |
| 7D | -10.1% | +7.3% | -17.4% | -9.4% |
| 30D | +126.7% | -7.5% | +134.2% | +123.1% |
| 3M | +184.1% | -17.2% | +201.4% | +176.3% |
| 6M | +143.3% | +176.7% | -33.5% | +71.6% |
| YTD | +359.9% | +161.0% | +198.8% | +230.3% |
| All | +457.8% | +106.9% | +350.9% | +308.4% |
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