+346.0%
MNST vs PFGC
+346.1%
-0.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | -4.7% | +0.3% | -5.0% | -4.8% |
| 30D | +5.2% | +16.1% | -10.9% | +2.7% |
| 3M | -0.9% | +2.4% | -3.3% | -1.4% |
| 6M | +6.1% | +15.7% | -9.6% | +3.5% |
| YTD | +18.9% | +22.3% | -3.4% | +14.7% |
| 1Y | +29.3% | +13.9% | +15.4% | +26.0% |
| 3Y | +64.9% | +80.3% | -15.4% | +48.8% |
| 5Y | +98.0% | +136.1% | -38.1% | +70.7% |
| All | +346.0% | +346.1% | -0.1% | +263.4% |
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