+49.9%
PEP vs MRNA
+554.4%
-504.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.6% | -0.3% |
| 7D | -1.0% | -1.1% | +0.1% | -0.9% |
| 30D | -0.7% | +126.1% | -126.8% | -3.6% |
| 3M | -4.1% | +190.0% | -194.2% | -7.7% |
| 6M | -13.1% | +157.2% | -170.3% | -16.1% |
| YTD | -2.1% | +388.2% | -390.3% | -7.5% |
| 1Y | -1.7% | +467.0% | -468.7% | -7.6% |
| 3Y | -15.1% | +36.1% | -51.2% | -18.1% |
| 5Y | +3.1% | -68.0% | +71.1% | +1.4% |
| All | +49.9% | +554.4% | -504.5% | +32.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling