+51.4%
PEP vs MRNA
+561.6%
-510.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | -0.6% |
| 7D | -1.4% | +5.5% | -6.9% | -1.5% |
| 30D | +0.2% | +158.7% | -158.5% | -3.1% |
| 3M | -1.1% | +182.1% | -183.2% | -4.7% |
| 6M | -13.5% | +151.8% | -165.3% | -16.5% |
| YTD | -1.2% | +393.6% | -394.7% | -6.6% |
| 1Y | -1.6% | +499.5% | -501.0% | -7.6% |
| 3Y | -12.5% | +29.3% | -41.8% | -15.5% |
| 5Y | +3.0% | -65.1% | +68.1% | +1.1% |
| All | +51.4% | +561.6% | -510.2% | +33.4% |
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 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