+313.1%
MNST vs PCG
-77.2%
+390.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | -5.0% | -1.1% | -3.9% | -4.9% |
| 30D | +4.6% | +0.1% | +4.5% | +4.6% |
| 3M | +1.0% | -24.4% | +25.5% | +3.0% |
| 6M | +5.8% | -17.7% | +23.4% | +7.0% |
| YTD | +19.1% | -17.4% | +36.5% | +20.4% |
| 1Y | +30.9% | -19.4% | +50.3% | +32.6% |
| 3Y | +65.7% | -18.6% | +84.3% | +67.1% |
| 5Y | +99.0% | +10.2% | +88.7% | +95.9% |
| 10Y | +313.1% | -76.7% | +389.8% | +307.3% |
| All | +313.1% | -77.2% | +390.3% | +307.3% |
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