+306.0%
MNST vs PFGC
+465.8%
-159.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -4.1% |
| 7D | -3.4% | +8.5% | -12.0% | -4.7% |
| 30D | +6.6% | +15.0% | -8.4% | +4.2% |
| 3M | -2.9% | -6.2% | +3.3% | -2.1% |
| 6M | +18.4% | +15.7% | +2.7% | +15.5% |
| YTD | +19.3% | +19.6% | -0.3% | +15.5% |
| 1Y | +37.9% | +13.2% | +24.7% | +34.5% |
| 3Y | +62.9% | +77.0% | -14.1% | +47.4% |
| 5Y | +99.6% | +121.5% | -21.9% | +73.3% |
| 10Y | +305.7% | +354.5% | -48.8% | +219.2% |
| All | +306.0% | +465.8% | -159.8% | +215.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling