+108.8%
MNST vs PENG
+31.0%
+77.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -23.0% | +21.1% | -1.0% |
| 7D | +3.2% | -36.7% | +39.9% | +4.9% |
| 30D | +10.6% | -42.0% | +52.6% | +12.5% |
| 3M | +1.3% | -33.2% | +34.5% | +2.0% |
| 6M | +26.2% | +2.1% | +24.1% | +21.5% |
| YTD | +24.8% | +90.3% | -65.5% | +14.8% |
| 1Y | +40.9% | +67.7% | -26.7% | +30.6% |
| 3Y | +72.2% | +154.2% | -82.1% | +46.6% |
| 5Y | +108.8% | +28.3% | +80.5% | +82.8% |
| All | +108.8% | +31.0% | +77.8% | +82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling