+682.5%
MRNA vs PRU
+105.3%
+577.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.3% | -2.1% |
| 7D | +5.5% | +1.9% | +3.6% | +5.1% |
| 30D | +158.7% | +2.7% | +156.0% | +156.7% |
| 3M | +182.1% | +19.5% | +162.7% | +171.4% |
| 6M | +151.8% | +26.6% | +125.2% | +139.2% |
| YTD | +393.6% | +12.3% | +381.2% | +379.1% |
| 1Y | +499.5% | +18.0% | +481.4% | +475.8% |
| 3Y | +29.3% | +47.0% | -17.7% | +20.9% |
| 5Y | -65.1% | +48.4% | -113.5% | -67.3% |
| All | +682.5% | +105.3% | +577.2% | +590.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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