+342.3%
PCAR vs MRNA
+561.6%
-219.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.2% |
| 7D | -0.5% | +5.5% | -6.0% | -0.7% |
| 30D | -6.2% | +158.7% | -165.0% | -11.3% |
| 3M | +5.9% | +182.1% | -176.2% | -0.7% |
| 6M | +0.4% | +151.8% | -151.4% | -5.4% |
| YTD | +14.8% | +393.6% | -378.7% | +4.3% |
| 1Y | +30.1% | +499.5% | -469.4% | +16.7% |
| 3Y | +66.7% | +29.3% | +37.3% | +56.1% |
| 5Y | +166.1% | -65.1% | +231.2% | +148.9% |
| All | +342.3% | +561.6% | -219.3% | +294.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling