+81.9%
PEP vs MNST
+320.3%
-238.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.9% |
| 7D | +6.7% | +3.2% | +3.5% | +5.4% |
| 30D | +13.5% | +10.6% | +2.9% | +9.2% |
| 3M | +3.9% | +1.3% | +2.7% | +3.3% |
| 6M | -6.0% | +26.2% | -32.2% | -14.8% |
| YTD | +2.5% | +24.8% | -22.3% | -7.0% |
| 1Y | +3.9% | +40.9% | -37.0% | -10.3% |
| 3Y | -4.7% | +72.2% | -76.8% | -25.1% |
| 5Y | +1.1% | +108.8% | -107.7% | -27.9% |
| All | +81.9% | +320.3% | -238.5% | +1.6% |
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