+56.6%
MNST vs PBF
+65.3%
-8.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.6% |
| 7D | -6.5% | +4.3% | -10.8% | -6.5% |
| 30D | -7.2% | +22.0% | -29.2% | -7.3% |
| 3M | -1.0% | +74.5% | -75.5% | -1.2% |
| 6M | +11.5% | +67.7% | -56.2% | +11.2% |
| YTD | +14.3% | +179.2% | -164.9% | +12.7% |
| 1Y | +38.1% | +170.0% | -131.9% | +35.9% |
| All | +56.6% | +65.3% | -8.7% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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