+279.6%
PCAR vs MRNA
+915.3%
-635.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.8% | +0.4% |
| 7D | +4.9% | -12.1% | +17.1% | +5.3% |
| 30D | -1.4% | -1.3% | -0.1% | -1.5% |
| 3M | -18.1% | +250.9% | -269.1% | -23.1% |
| 6M | -4.0% | +343.0% | -347.0% | -11.3% |
| YTD | -1.5% | +657.4% | -658.9% | -11.8% |
| 1Y | +13.2% | +794.9% | -781.7% | +0.4% |
| 3Y | +35.8% | +218.1% | -182.3% | +24.0% |
| 5Y | +114.6% | -3.4% | +118.0% | +98.2% |
| All | +279.6% | +915.3% | -635.7% | +233.9% |
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