+426.6%
PBF vs MNDY
-49.8%
+476.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.4% |
| 7D | +5.3% | -4.6% | +10.0% | +5.7% |
| 30D | +11.7% | +1.0% | +10.7% | +11.4% |
| 3M | +91.1% | +9.1% | +82.0% | +88.6% |
| 6M | +88.4% | +14.2% | +74.2% | +84.7% |
| YTD | +194.1% | -41.1% | +235.2% | +202.5% |
| 1Y | +180.4% | -54.7% | +235.1% | +193.8% |
| 3Y | +59.3% | -50.6% | +109.9% | +64.2% |
| 5Y | +816.3% | -76.7% | +892.9% | +862.1% |
| All | +426.6% | -49.8% | +476.5% | +459.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 10y: compounded portfolio wealth divided by compounded MNDY 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…
10y analysis · Full analysis span regression · 6 months rolling