+629.1%
MRNA vs PFG
+240.4%
+388.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.2% |
| 7D | -10.1% | +3.2% | -13.3% | -10.6% |
| 30D | +126.7% | +0.9% | +125.8% | +126.0% |
| 3M | +184.1% | +7.7% | +176.4% | +179.3% |
| 6M | +143.3% | +29.0% | +114.3% | +130.4% |
| YTD | +359.9% | +32.5% | +327.4% | +333.0% |
| 1Y | +454.2% | +47.3% | +406.9% | +411.3% |
| 3Y | +26.0% | +68.2% | -42.2% | +14.3% |
| 5Y | -70.3% | +108.5% | -178.7% | -73.2% |
| All | +629.1% | +240.4% | +388.7% | +516.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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