+674.0%
MRNA vs PFGC
+178.8%
+495.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.4% |
| 7D | -1.1% | -4.8% | +3.7% | -1.1% |
| 30D | +126.1% | -12.5% | +138.7% | +126.2% |
| 3M | +190.0% | -9.7% | +199.8% | +190.0% |
| 6M | +157.2% | +7.0% | +150.2% | +156.7% |
| YTD | +388.2% | +4.5% | +383.7% | +387.1% |
| 1Y | +467.0% | -11.6% | +478.6% | +466.6% |
| 3Y | +36.1% | +58.5% | -22.4% | +36.3% |
| 5Y | -68.0% | +112.6% | -180.5% | -67.2% |
| All | +674.0% | +178.8% | +495.2% | +660.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling