+12.6%
PG vs MNST
+76.8%
-64.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -3.4% | -3.6% | +0.2% | -2.5% |
| 30D | -2.6% | -6.3% | +3.7% | -1.0% |
| 3M | -3.3% | -5.0% | +1.6% | -2.2% |
| 6M | -6.7% | +13.1% | -19.9% | -10.1% |
| YTD | +1.7% | +11.8% | -10.0% | -1.7% |
| 1Y | -7.9% | +35.2% | -43.2% | -15.6% |
| 3Y | +0.9% | +52.0% | -51.1% | -11.0% |
| 5Y | +12.6% | +77.9% | -65.2% | -8.2% |
| All | +12.6% | +76.8% | -64.2% | -8.2% |
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