+16.7%
PEP vs MNDY
-55.0%
+71.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +2.2% |
| 7D | +2.9% | -11.3% | +14.2% | +3.0% |
| 30D | +12.5% | -10.8% | +23.3% | +12.7% |
| 3M | +4.5% | -17.3% | +21.8% | +4.7% |
| 6M | -0.5% | +15.2% | -15.7% | -0.6% |
| YTD | +4.4% | -47.1% | +51.6% | +4.9% |
| 1Y | +4.4% | -51.4% | +55.8% | +4.9% |
| 3Y | -3.4% | -49.6% | +46.2% | -3.6% |
| 5Y | +5.2% | -78.6% | +83.7% | +2.6% |
| All | +16.7% | -55.0% | +71.6% | +19.7% |
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