+36.1%
MRNA vs PNR
-14.5%
+50.5%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.6% | +5.6% |
| 7D | -1.1% | -6.0% | +4.9% | +3.2% |
| 30D | +126.1% | -14.0% | +140.1% | +153.1% |
| 3M | +190.0% | -21.7% | +211.7% | +233.1% |
| 6M | +157.2% | -37.3% | +194.5% | +231.5% |
| YTD | +388.2% | -45.1% | +433.3% | +573.6% |
| 1Y | +467.0% | -49.1% | +516.2% | +719.1% |
| 3Y | +36.1% | -14.8% | +50.9% | +42.0% |
| All | +36.1% | -14.5% | +50.5% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 3y: compounded portfolio wealth divided by compounded PNR 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…
3y analysis · Full analysis span regression · 6 months rolling