+30.7%
MNST vs PCG
-19.5%
+50.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.8% |
| 7D | +1.6% | +2.2% | -0.5% | +1.4% |
| 30D | +5.1% | +0.8% | +4.3% | +5.0% |
| 3M | -0.5% | -23.8% | +23.3% | +1.9% |
| 6M | +8.1% | -19.6% | +27.8% | +10.6% |
| YTD | +21.2% | -16.7% | +37.9% | +27.0% |
| 1Y | +30.7% | -19.4% | +50.1% | +38.8% |
| All | +30.7% | -19.5% | +50.3% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling