+56.6%
MNST vs PCG
-11.7%
+68.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.9% |
| 7D | -6.5% | -13.9% | +7.4% | -4.6% |
| 30D | -7.2% | -16.9% | +9.6% | -4.9% |
| 3M | -1.0% | -14.7% | +13.7% | +1.0% |
| 6M | +11.5% | -23.8% | +35.3% | +16.0% |
| YTD | +14.3% | -10.5% | +24.8% | +15.6% |
| 1Y | +38.1% | -5.1% | +43.2% | +37.8% |
| All | +56.6% | -11.7% | +68.3% | +58.6% |
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