+51.8%
MNST vs PGR
+73.8%
-22.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -2.2% | -3.4% | +1.2% | -1.7% |
| 30D | -5.4% | +1.8% | -7.2% | -5.6% |
| 3M | -5.5% | +5.9% | -11.4% | -6.6% |
| 6M | +12.4% | +4.6% | +7.8% | +11.2% |
| YTD | +12.4% | +1.1% | +11.3% | +11.8% |
| 1Y | +37.2% | -6.6% | +43.7% | +38.1% |
| All | +51.8% | +73.8% | -22.0% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 3y: compounded portfolio wealth divided by compounded PGR 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…
3y analysis · Full analysis span regression · 6 months rolling