-14.9%
PEP vs MRNA
+27.0%
-41.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -1.2% |
| 7D | -1.7% | -10.1% | +8.4% | -1.5% |
| 30D | +0.3% | +126.7% | -126.4% | -2.0% |
| 3M | -3.2% | +184.1% | -187.4% | -6.2% |
| 6M | -13.6% | +143.3% | -156.9% | -15.9% |
| YTD | -1.9% | +359.9% | -361.7% | -6.9% |
| 1Y | -0.6% | +454.2% | -454.8% | -6.7% |
| All | -14.9% | +27.0% | -41.8% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling