+766.2%
MRNA vs PENG
+136.5%
+629.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.7% | -8.7% | -6.9% |
| 7D | -4.2% | +34.6% | -38.8% | -3.6% |
| 30D | +7.0% | -35.9% | +42.9% | +3.1% |
| 3M | +263.4% | -14.7% | +278.1% | +262.6% |
| 6M | +334.3% | +13.5% | +320.8% | +281.7% |
| YTD | +684.5% | +156.1% | +528.4% | +416.9% |
| 1Y | +766.2% | +141.3% | +624.8% | +481.9% |
| All | +766.2% | +136.5% | +629.6% | +481.9% |
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