+29.3%
MNST vs PNR
-36.2%
+65.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.5% |
| 7D | -4.7% | -2.3% | -2.4% | -4.5% |
| 30D | +5.2% | +29.3% | -24.1% | +2.9% |
| 3M | -0.9% | +4.1% | -5.0% | -1.0% |
| 6M | +6.1% | -8.6% | +14.8% | +6.6% |
| YTD | +18.9% | -33.6% | +52.5% | +19.7% |
| 1Y | +29.3% | -36.4% | +65.7% | +30.1% |
| All | +29.3% | -36.2% | +65.5% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling