+414.6%
PBF vs MNDY
-53.2%
+467.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | -0.1% |
| 7D | +1.4% | -14.1% | +15.5% | +2.5% |
| 30D | +15.8% | -8.5% | +24.3% | +16.4% |
| 3M | +90.3% | -2.5% | +92.8% | +89.5% |
| 6M | +102.8% | +0.1% | +102.8% | +100.8% |
| YTD | +187.3% | -45.0% | +232.4% | +197.1% |
| 1Y | +161.8% | -58.1% | +220.0% | +176.1% |
| 3Y | +55.5% | -52.6% | +108.1% | +60.9% |
| 5Y | +801.9% | -79.3% | +881.2% | +851.1% |
| All | +414.6% | -53.2% | +467.8% | +450.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling