+265.4%
MNST vs PENG
+735.0%
-469.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.4% | +0.3% |
| 7D | -4.7% | +34.6% | -39.3% | -6.8% |
| 30D | +5.2% | -35.9% | +41.2% | +7.9% |
| 3M | -0.9% | -14.7% | +13.8% | -1.1% |
| 6M | +6.1% | +13.5% | -7.4% | +1.3% |
| YTD | +18.9% | +156.1% | -137.3% | +4.8% |
| 1Y | +29.3% | +141.3% | -112.0% | +14.5% |
| 3Y | +64.9% | +223.4% | -158.6% | +36.1% |
| 5Y | +98.0% | +67.4% | +30.6% | +68.4% |
| All | +265.4% | +735.0% | -469.6% | +170.5% |
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