+163.9%
PCAR vs MRNA
-68.5%
+232.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.4% |
| 7D | -0.2% | -10.1% | +9.9% | +0.2% |
| 30D | -6.9% | +126.7% | -133.6% | -13.4% |
| 3M | +2.1% | +184.1% | -182.0% | -8.0% |
| 6M | +1.6% | +143.3% | -141.7% | -7.2% |
| YTD | +12.2% | +359.9% | -347.6% | -4.7% |
| 1Y | +28.0% | +454.2% | -426.1% | +6.1% |
| 3Y | +61.0% | +26.0% | +35.0% | +47.6% |
| 5Y | +163.9% | -70.3% | +234.2% | +144.0% |
| All | +163.9% | -68.5% | +232.4% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 5y: compounded portfolio wealth divided by compounded MRNA 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…
5y analysis · Full analysis span regression · 6 months rolling