+4.7%
PEP vs MNST
+80.0%
-75.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -1.4% | -6.5% | +5.1% | +0.8% |
| 30D | +0.2% | -7.2% | +7.5% | +2.7% |
| 3M | -1.1% | -1.0% | -0.1% | -0.9% |
| 6M | -13.5% | +11.5% | -25.0% | -17.1% |
| YTD | -1.2% | +14.3% | -15.5% | -6.4% |
| 1Y | -1.6% | +38.1% | -39.7% | -13.2% |
| 3Y | -12.5% | +55.0% | -67.5% | -26.8% |
| All | +4.7% | +80.0% | -75.3% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling