+303.1%
MNST vs PFGC
+485.3%
-182.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -6.9% | +1.5% | -8.4% | -7.1% |
| 30D | +3.7% | +17.4% | -13.7% | +1.0% |
| 3M | -0.3% | -2.4% | +2.1% | -0.1% |
| 6M | +5.1% | +18.2% | -13.1% | +2.1% |
| YTD | +18.4% | +23.7% | -5.2% | +14.0% |
| 1Y | +26.3% | +15.0% | +11.3% | +22.9% |
| 3Y | +64.3% | +82.3% | -18.1% | +47.9% |
| 5Y | +96.8% | +131.9% | -35.1% | +69.7% |
| 10Y | +333.2% | +353.0% | -19.8% | +241.0% |
| All | +303.1% | +485.3% | -182.2% | +211.3% |
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