+333.2%
MNST vs PFG
+189.4%
+143.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.5% |
| 7D | -6.9% | -2.2% | -4.6% | -6.3% |
| 30D | +3.7% | +6.4% | -2.6% | +1.9% |
| 3M | -0.3% | +2.2% | -2.5% | -1.1% |
| 6M | +5.1% | +16.3% | -11.2% | +0.3% |
| YTD | +18.4% | +33.2% | -14.8% | +8.5% |
| 1Y | +26.3% | +40.6% | -14.3% | +13.7% |
| 3Y | +64.3% | +83.3% | -19.1% | +34.2% |
| 5Y | +96.8% | +97.7% | -0.9% | +54.3% |
| 10Y | +333.2% | +189.9% | +143.3% | +193.2% |
| All | +333.2% | +189.4% | +143.8% | +193.2% |
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