+240.4%
MNST vs PFGC
+273.4%
-33.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.3% | -1.2% |
| 7D | -4.1% | -2.4% | -1.7% | -3.7% |
| 30D | -4.5% | -15.8% | +11.3% | -1.9% |
| 3M | -2.5% | -0.6% | -1.9% | -2.4% |
| 6M | +14.1% | +10.7% | +3.5% | +12.2% |
| YTD | +12.6% | +7.6% | +4.9% | +10.9% |
| 1Y | +36.9% | -7.8% | +44.8% | +38.1% |
| 3Y | +53.1% | +63.7% | -10.6% | +40.3% |
| 5Y | +78.2% | +112.3% | -34.0% | +56.1% |
| 10Y | +240.4% | +286.7% | -46.3% | +179.0% |
| All | +240.4% | +273.4% | -33.0% | +179.0% |
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