+4,692.5%
PG vs MNST
+581,341.2%
-576,648.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +1.0% |
| 7D | +2.7% | +1.6% | +1.0% | +2.6% |
| 30D | +9.2% | +5.1% | +4.1% | +9.1% |
| 3M | +18.5% | -0.5% | +19.0% | +18.5% |
| 6M | +21.1% | +8.1% | +12.9% | +20.8% |
| YTD | +21.9% | +21.2% | +0.7% | +21.3% |
| 1Y | +18.1% | +30.7% | -12.6% | +17.3% |
| 3Y | +20.6% | +67.3% | -46.7% | +18.9% |
| 5Y | +31.8% | +101.9% | -70.1% | +29.3% |
| 10Y | +166.5% | +343.3% | -176.8% | +157.7% |
| All | +4,692.5% | +581,341.2% | -576,648.7% | +4,444.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling