+60.0%
PEP vs MRNA
+915.3%
-855.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.4% | +5.7% | +2.3% |
| 7D | +2.9% | -12.1% | +15.0% | +3.1% |
| 30D | +12.5% | -1.3% | +13.8% | +12.4% |
| 3M | +4.5% | +250.9% | -246.4% | +0.5% |
| 6M | -0.5% | +343.0% | -343.5% | -5.1% |
| YTD | +4.4% | +657.4% | -653.0% | -2.2% |
| 1Y | +4.4% | +794.9% | -790.6% | -2.8% |
| 3Y | -3.4% | +218.1% | -221.5% | -8.6% |
| 5Y | +5.2% | -3.4% | +8.5% | +1.3% |
| All | +60.0% | +915.3% | -855.3% | +39.6% |
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