+31.1%
PG vs MNST
+96.9%
-65.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +4.1% | -3.9% | +8.0% | +5.2% |
| 30D | +12.3% | +3.9% | +8.4% | +11.1% |
| 3M | +15.9% | -0.8% | +16.8% | +16.1% |
| 6M | +16.8% | +5.1% | +11.7% | +15.0% |
| YTD | +21.1% | +18.3% | +2.8% | +15.2% |
| 1Y | +19.3% | +29.5% | -10.2% | +10.7% |
| 3Y | +20.6% | +64.0% | -43.5% | +4.0% |
| All | +31.1% | +96.9% | -65.9% | +3.0% |
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