+10.4%
PEP vs MNDY
-47.4%
+57.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.8% | -0.6% |
| 7D | -1.4% | -9.6% | +8.2% | -1.3% |
| 30D | +0.2% | -0.4% | +0.6% | +0.2% |
| 3M | -1.1% | +4.3% | -5.4% | -1.2% |
| 6M | -13.5% | +19.8% | -33.3% | -13.7% |
| YTD | -1.2% | -38.3% | +37.1% | -0.9% |
| 1Y | -1.6% | -50.1% | +48.5% | -1.1% |
| 3Y | -12.5% | -48.4% | +35.9% | -12.7% |
| 5Y | +3.0% | -76.0% | +79.1% | +0.3% |
| All | +10.4% | -47.4% | +57.8% | +13.1% |
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