+118.3%
PFG vs MNDY
-47.4%
+165.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.4% | +4.9% | -0.9% |
| 7D | +5.5% | -9.6% | +15.1% | +6.5% |
| 30D | +2.4% | -0.4% | +2.8% | +2.2% |
| 3M | +13.6% | +4.3% | +9.3% | +12.7% |
| 6M | +27.9% | +19.8% | +8.1% | +24.5% |
| YTD | +35.6% | -38.3% | +73.8% | +39.9% |
| 1Y | +48.5% | -50.1% | +98.5% | +55.7% |
| 3Y | +66.9% | -48.4% | +115.3% | +71.3% |
| 5Y | +111.0% | -76.0% | +187.0% | +105.1% |
| All | +118.3% | -47.4% | +165.7% | +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 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