+84.2%
MNST vs PFG
+110.8%
-26.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.2% |
| 7D | -6.5% | +5.5% | -12.0% | -7.9% |
| 30D | -7.2% | +2.4% | -9.6% | -7.9% |
| 3M | -1.0% | +13.6% | -14.6% | -4.5% |
| 6M | +11.5% | +27.9% | -16.4% | +4.1% |
| YTD | +14.3% | +35.6% | -21.2% | +4.9% |
| 1Y | +38.1% | +48.5% | -10.3% | +23.2% |
| 3Y | +55.0% | +66.9% | -11.9% | +30.9% |
| All | +84.2% | +110.8% | -26.7% | +37.7% |
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 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