+313.8%
MNST vs PFG
+191.2%
+122.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -3.9% |
| 7D | -3.4% | -0.6% | -2.8% | -3.2% |
| 30D | +6.6% | +2.0% | +4.6% | +6.0% |
| 3M | -2.9% | -3.2% | +0.3% | -2.1% |
| 6M | +18.4% | +10.9% | +7.5% | +14.7% |
| YTD | +19.3% | +28.8% | -9.6% | +10.4% |
| 1Y | +37.9% | +39.2% | -1.3% | +24.6% |
| 3Y | +62.9% | +75.0% | -12.2% | +35.1% |
| 5Y | +99.6% | +91.9% | +7.6% | +58.1% |
| All | +313.8% | +191.2% | +122.5% | +190.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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