+241.7%
MNST vs PCG
-75.9%
+317.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.8% |
| 7D | -6.5% | -13.9% | +7.4% | -5.6% |
| 30D | -7.2% | -16.9% | +9.6% | -6.1% |
| 3M | -1.0% | -14.7% | +13.7% | 0.0% |
| 6M | +11.5% | -23.8% | +35.3% | +13.6% |
| YTD | +14.3% | -10.5% | +24.8% | +14.9% |
| 1Y | +38.1% | -5.1% | +43.2% | +38.1% |
| 3Y | +55.0% | -11.6% | +66.6% | +55.3% |
| 5Y | +79.6% | +59.0% | +20.6% | +72.6% |
| All | +241.7% | -75.9% | +317.6% | +258.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling