+0.1%
MRNA vs PENG
+66.2%
-66.1%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.7% | -8.7% | -7.2% |
| 7D | -4.2% | +34.6% | -38.8% | -8.7% |
| 30D | +7.0% | -35.9% | +42.9% | +13.1% |
| 3M | +263.4% | -14.7% | +278.1% | +263.0% |
| 6M | +334.3% | +13.5% | +320.8% | +281.0% |
| YTD | +684.5% | +156.1% | +528.4% | +444.1% |
| 1Y | +766.2% | +141.3% | +624.8% | +509.2% |
| 3Y | +230.3% | +223.4% | +6.8% | +102.7% |
| 5Y | +0.1% | +67.4% | -67.3% | -20.9% |
| All | +0.1% | +66.2% | -66.1% | -20.9% |
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 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