+99.8%
MNST vs PFG
+92.7%
+7.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.4% | +1.8% |
| 7D | +1.6% | +2.4% | -0.8% | +0.9% |
| 30D | +5.1% | +5.9% | -0.8% | +3.4% |
| 3M | -0.5% | -0.4% | 0.0% | -0.5% |
| 6M | +8.1% | +14.8% | -6.7% | +3.9% |
| YTD | +21.2% | +31.9% | -10.7% | +12.0% |
| 1Y | +30.7% | +38.8% | -8.1% | +19.0% |
| 3Y | +67.3% | +82.4% | -15.1% | +37.1% |
| All | +99.8% | +92.7% | +7.1% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling