+70.4%
MNST vs PCG
-20.0%
+90.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.7% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +10.6% | +5.8% | +4.7% | +9.7% |
| 3M | +1.3% | -22.8% | +24.0% | +4.8% |
| 6M | +26.2% | -18.4% | +44.6% | +29.2% |
| YTD | +24.8% | -16.9% | +41.6% | +27.4% |
| 1Y | +40.9% | -17.6% | +58.6% | +44.1% |
| All | +70.4% | -20.0% | +90.4% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling