-5.5%
PFE vs MNDY
-55.5%
+50.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.1% |
| 7D | -2.1% | -17.9% | +15.8% | -1.8% |
| 30D | +3.1% | -9.0% | +12.1% | +3.3% |
| 3M | +11.2% | -10.4% | +21.5% | +11.3% |
| 6M | +15.0% | +7.0% | +8.0% | +14.8% |
| YTD | +23.5% | -47.8% | +71.3% | +24.3% |
| 1Y | +18.9% | -51.6% | +70.5% | +19.8% |
| 3Y | +18.7% | -45.0% | +63.8% | +19.0% |
| 5Y | -24.0% | -78.8% | +54.8% | -27.0% |
| All | -5.5% | -55.5% | +50.0% | -4.0% |
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