+629.1%
MRNA vs PFGC
+183.9%
+445.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.4% |
| 7D | -10.1% | -3.7% | -6.4% | -10.1% |
| 30D | +126.7% | -16.0% | +142.7% | +126.9% |
| 3M | +184.1% | -4.1% | +188.3% | +183.9% |
| 6M | +143.3% | +8.7% | +134.6% | +142.8% |
| YTD | +359.9% | +6.4% | +353.5% | +358.9% |
| 1Y | +454.2% | -8.4% | +462.6% | +453.6% |
| 3Y | +26.0% | +61.8% | -35.8% | +26.2% |
| 5Y | -70.3% | +108.7% | -179.0% | -69.7% |
| All | +629.1% | +183.9% | +445.2% | +616.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling