-20.6%
PFE vs MNST
+111.6%
-132.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.6% |
| 7D | -0.2% | +3.2% | -3.4% | -0.8% |
| 30D | +8.7% | +10.6% | -1.9% | +6.8% |
| 3M | +15.8% | +1.3% | +14.5% | +15.4% |
| 6M | +16.8% | +26.2% | -9.4% | +11.5% |
| YTD | +26.2% | +24.8% | +1.4% | +20.4% |
| 1Y | +29.9% | +40.9% | -11.0% | +20.8% |
| 3Y | +15.9% | +72.2% | -56.3% | +2.5% |
| 5Y | -20.6% | +108.8% | -129.4% | -37.0% |
| All | -20.6% | +111.6% | -132.2% | -37.0% |
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