-11.9%
PEP vs MNST
+55.2%
-67.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -1.4% | -6.5% | +5.1% | +0.7% |
| 30D | +0.2% | -7.2% | +7.5% | +2.5% |
| 3M | -1.1% | -1.0% | -0.1% | -0.9% |
| 6M | -13.5% | +11.5% | -25.0% | -16.7% |
| YTD | -1.2% | +14.3% | -15.5% | -5.9% |
| 1Y | -1.6% | +38.1% | -39.7% | -12.8% |
| All | -11.9% | +55.2% | -67.1% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling