-66.8%
MRNA vs PENG
+107.7%
-174.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.5% |
| 7D | -9.0% | +7.8% | -16.8% | -10.1% |
| 30D | +137.2% | -12.2% | +149.4% | +139.2% |
| 3M | +194.8% | -20.6% | +215.4% | +193.6% |
| 6M | +167.2% | +180.9% | -13.7% | +85.3% |
| YTD | +375.9% | +162.3% | +213.6% | +234.9% |
| 1Y | +465.2% | +107.3% | +357.9% | +317.8% |
| 3Y | +30.4% | +110.8% | -80.4% | -12.5% |
| 5Y | -66.8% | +117.8% | -184.7% | -78.5% |
| All | -66.8% | +107.7% | -174.5% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling