+56.8%
PBF vs MNDY
-50.4%
+107.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.0% | -4.3% | +0.2% |
| 7D | +2.3% | -12.5% | +14.8% | +3.8% |
| 30D | +11.6% | -2.6% | +14.2% | +11.5% |
| 3M | +81.7% | +4.2% | +77.5% | +79.1% |
| 6M | +96.4% | +9.8% | +86.7% | +91.0% |
| YTD | +189.5% | -42.3% | +231.8% | +204.8% |
| 1Y | +180.7% | -54.5% | +235.3% | +204.1% |
| All | +56.8% | -50.4% | +107.2% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling