+3.2%
PEP vs MNDY
-78.9%
+82.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -1.2% |
| 7D | -1.7% | -14.1% | +12.4% | -1.5% |
| 30D | +0.3% | -8.5% | +8.8% | +0.4% |
| 3M | -3.2% | -2.5% | -0.7% | -3.3% |
| 6M | -13.6% | +0.1% | -13.6% | -13.6% |
| YTD | -1.9% | -45.0% | +43.2% | -1.3% |
| 1Y | -0.6% | -58.1% | +57.5% | +0.3% |
| 3Y | -13.6% | -52.6% | +39.0% | -13.8% |
| 5Y | +3.2% | -79.3% | +82.5% | +1.5% |
| All | +3.2% | -78.9% | +82.2% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling