+313.1%
MNST vs PFGC
+360.0%
-46.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.1% | -0.8% |
| 7D | -5.0% | +10.8% | -15.8% | -6.6% |
| 30D | +4.6% | +17.8% | -13.2% | +1.8% |
| 3M | +1.0% | -2.7% | +3.7% | +1.2% |
| 6M | +5.8% | +20.0% | -14.2% | +2.6% |
| YTD | +19.1% | +24.3% | -5.2% | +14.5% |
| 1Y | +30.9% | +13.2% | +17.7% | +27.7% |
| 3Y | +65.7% | +85.9% | -20.2% | +48.8% |
| 5Y | +99.0% | +141.0% | -42.1% | +71.0% |
| 10Y | +313.1% | +370.6% | -57.5% | +235.0% |
| All | +313.1% | +360.0% | -46.9% | +235.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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