+333.2%
MNST vs PCG
-76.4%
+409.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -6.9% | -2.2% | -4.6% | -6.7% |
| 30D | +3.7% | -0.5% | +4.2% | +3.8% |
| 3M | -0.3% | -24.0% | +23.7% | +1.6% |
| 6M | +5.1% | -18.6% | +23.7% | +6.4% |
| YTD | +18.4% | -17.7% | +36.1% | +19.8% |
| 1Y | +26.3% | -20.0% | +46.3% | +27.9% |
| 3Y | +64.3% | -20.2% | +84.5% | +65.9% |
| 5Y | +96.8% | +8.4% | +88.4% | +94.0% |
| 10Y | +333.2% | -76.4% | +409.6% | +325.1% |
| All | +333.2% | -76.4% | +409.6% | +325.1% |
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