+35.2%
MRNA vs PENG
+113.5%
-78.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.4% | -8.7% | -2.8% |
| 7D | +5.5% | +4.5% | +0.9% | +5.0% |
| 30D | +158.7% | -7.1% | +165.8% | +157.5% |
| 3M | +182.1% | -27.3% | +209.4% | +186.1% |
| 6M | +151.8% | +169.6% | -17.8% | +83.9% |
| YTD | +393.6% | +164.6% | +228.9% | +260.9% |
| 1Y | +499.5% | +109.5% | +390.0% | +356.8% |
| All | +35.2% | +113.5% | -78.3% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling