+289.1%
MNST vs PFGC
+419.1%
-130.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -6.5% | -2.2% | -4.3% | -6.2% |
| 30D | -7.2% | -11.9% | +4.7% | -5.4% |
| 3M | -1.0% | +5.0% | -6.0% | -1.8% |
| 6M | +11.5% | +8.6% | +2.9% | +9.9% |
| YTD | +14.3% | +9.7% | +4.6% | +12.3% |
| 1Y | +38.1% | -6.3% | +44.4% | +38.9% |
| 3Y | +55.0% | +58.2% | -3.2% | +42.9% |
| 5Y | +79.6% | +110.4% | -30.8% | +57.5% |
| 10Y | +241.8% | +272.8% | -31.0% | +177.0% |
| All | +289.1% | +419.1% | -130.0% | +206.7% |
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