+117.4%
PFG vs MNDY
-49.8%
+167.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.9% |
| 7D | -0.4% | -4.6% | +4.2% | 0.0% |
| 30D | +2.9% | +1.0% | +1.9% | +2.6% |
| 3M | +6.7% | +9.1% | -2.4% | +5.4% |
| 6M | +33.8% | +14.2% | +19.6% | +30.8% |
| YTD | +35.0% | -41.1% | +76.1% | +39.8% |
| 1Y | +46.4% | -54.7% | +101.1% | +55.0% |
| 3Y | +71.7% | -50.6% | +122.2% | +76.9% |
| 5Y | +113.7% | -76.7% | +190.3% | +108.9% |
| All | +117.4% | -49.8% | +167.2% | +126.8% |
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