+73.8%
PEP vs MNST
+242.3%
-168.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -1.4% | -6.5% | +5.1% | +1.2% |
| 30D | +0.2% | -7.2% | +7.5% | +3.1% |
| 3M | -1.1% | -1.0% | -0.1% | -0.9% |
| 6M | -13.5% | +11.5% | -25.0% | -17.8% |
| YTD | -1.2% | +14.3% | -15.5% | -7.2% |
| 1Y | -1.6% | +38.1% | -39.7% | -14.5% |
| 3Y | -12.5% | +55.0% | -67.5% | -28.5% |
| 5Y | +3.0% | +79.6% | -76.6% | -21.9% |
| All | +73.8% | +242.3% | -168.4% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 10y: compounded portfolio wealth divided by compounded MNST 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…
10y analysis · Full analysis span regression · 6 months rolling