+266.6%
MNST vs PENG
+597.2%
-330.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +12.4% | -16.8% | -5.3% |
| 7D | -3.4% | -19.4% | +16.0% | -2.3% |
| 30D | +6.6% | -42.4% | +49.0% | +10.1% |
| 3M | -2.9% | -25.6% | +22.8% | -2.2% |
| 6M | +18.4% | +7.3% | +11.2% | +13.3% |
| YTD | +19.3% | +113.9% | -94.6% | +6.6% |
| 1Y | +37.9% | +93.6% | -55.7% | +24.1% |
| 3Y | +62.9% | +170.2% | -107.3% | +36.2% |
| 5Y | +99.6% | +44.2% | +55.4% | +71.5% |
| All | +266.6% | +597.2% | -330.6% | +175.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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