+13.4%
PG vs MRNA
-67.9%
+81.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.4% | -3.8% | +1.6% |
| 7D | -0.8% | -1.1% | +0.3% | -0.8% |
| 30D | +0.8% | +126.1% | -125.3% | -0.6% |
| 3M | -1.3% | +190.0% | -191.4% | -3.3% |
| 6M | -3.8% | +157.2% | -161.1% | -5.6% |
| YTD | +3.6% | +388.2% | -384.6% | +0.5% |
| 1Y | -5.7% | +467.0% | -472.8% | -9.0% |
| 3Y | +1.6% | +36.1% | -34.5% | -0.3% |
| All | +13.4% | -67.9% | +81.3% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling