+290.9%
MNST vs PENG
+705.8%
-415.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -9.1% | +12.4% | +4.0% |
| 7D | +6.8% | -20.5% | +27.2% | +8.3% |
| 30D | +12.0% | -20.4% | +32.4% | +13.1% |
| 3M | +3.5% | -16.4% | +19.9% | +3.7% |
| 6M | +29.7% | +49.2% | -19.6% | +21.0% |
| YTD | +27.2% | +147.2% | -120.0% | +12.8% |
| 1Y | +45.8% | +124.7% | -78.9% | +30.2% |
| 3Y | +75.5% | +230.3% | -154.8% | +44.7% |
| 5Y | +122.1% | +71.4% | +50.8% | +88.8% |
| All | +290.9% | +705.8% | -415.0% | +191.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling