+81.0%
PFGC vs MNDY
-49.8%
+130.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.7% |
| 7D | -4.8% | -4.6% | -0.1% | -4.3% |
| 30D | -12.5% | +1.0% | -13.6% | -12.9% |
| 3M | -9.7% | +9.1% | -18.8% | -11.2% |
| 6M | +7.0% | +14.2% | -7.2% | +3.8% |
| YTD | +4.5% | -41.1% | +45.6% | +9.3% |
| 1Y | -11.6% | -54.7% | +43.1% | -4.7% |
| 3Y | +58.5% | -50.6% | +109.1% | +61.8% |
| 5Y | +112.6% | -76.7% | +189.2% | +99.9% |
| All | +81.0% | -49.8% | +130.8% | +69.4% |
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