+84.2%
MNST vs PFGC
+111.4%
-27.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -6.5% | -2.2% | -4.3% | -5.9% |
| 30D | -7.2% | -11.9% | +4.7% | -3.8% |
| 3M | -1.0% | +5.0% | -6.0% | -2.6% |
| 6M | +11.5% | +8.6% | +2.9% | +8.4% |
| YTD | +14.3% | +9.7% | +4.6% | +10.3% |
| 1Y | +38.1% | -6.3% | +44.4% | +39.5% |
| 3Y | +55.0% | +58.2% | -3.2% | +29.6% |
| All | +84.2% | +111.4% | -27.2% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling