+62.9%
MNST vs PENG
+184.4%
-121.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +12.4% | -16.8% | -4.4% |
| 7D | -3.4% | -19.4% | +16.0% | -3.4% |
| 30D | +6.6% | -42.4% | +49.0% | +6.9% |
| 3M | -2.9% | -25.6% | +22.8% | -3.1% |
| 6M | +18.4% | +7.3% | +11.2% | +15.7% |
| YTD | +19.3% | +113.9% | -94.6% | +15.1% |
| 1Y | +37.9% | +93.6% | -55.7% | +33.1% |
| 3Y | +62.9% | +170.2% | -107.3% | +48.8% |
| All | +62.9% | +184.4% | -121.5% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling