+80.3%
PEP vs MNST
+316.3%
-236.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +1.0% | -5.0% | +6.0% | +3.0% |
| 30D | +12.6% | +4.6% | +8.0% | +10.7% |
| 3M | +3.1% | +1.0% | +2.1% | +2.6% |
| 6M | -6.3% | +5.8% | -12.1% | -8.6% |
| YTD | +1.9% | +19.1% | -17.2% | -5.9% |
| 1Y | +3.3% | +30.9% | -27.6% | -8.2% |
| 3Y | -4.8% | +65.7% | -70.6% | -24.2% |
| 5Y | +2.0% | +99.0% | -96.9% | -25.8% |
| 10Y | +80.3% | +313.1% | -232.7% | +1.5% |
| All | +80.3% | +316.3% | -236.0% | +1.5% |
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