+682.5%
MRNA vs PENG
+209.3%
+473.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.4% | -8.7% | -2.9% |
| 7D | +5.5% | +4.5% | +0.9% | +4.9% |
| 30D | +158.7% | -7.1% | +165.8% | +158.3% |
| 3M | +182.1% | -27.3% | +209.4% | +185.9% |
| 6M | +151.8% | +169.6% | -17.8% | +104.0% |
| YTD | +393.6% | +164.6% | +228.9% | +300.3% |
| 1Y | +499.5% | +109.5% | +390.0% | +400.6% |
| 3Y | +29.3% | +98.9% | -69.6% | +3.8% |
| 5Y | -65.1% | +116.3% | -181.3% | -72.7% |
| All | +682.5% | +209.3% | +473.2% | +544.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling