+101.3%
MNST vs PCG
+13.7%
+87.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -4.0% |
| 7D | -3.4% | -1.6% | -1.8% | -3.1% |
| 30D | +6.6% | +1.4% | +5.2% | +6.3% |
| 3M | -2.9% | -23.4% | +20.5% | +2.1% |
| 6M | +18.4% | -19.4% | +37.8% | +22.7% |
| YTD | +19.3% | -18.5% | +37.8% | +23.0% |
| 1Y | +37.9% | -19.5% | +57.4% | +42.6% |
| 3Y | +62.9% | -21.0% | +83.9% | +65.9% |
| All | +101.3% | +13.7% | +87.6% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling