+22.4%
PG vs MNDY
-49.8%
+72.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.6% |
| 7D | -0.8% | -4.6% | +3.8% | -0.8% |
| 30D | +0.8% | +1.0% | -0.2% | +0.8% |
| 3M | -1.3% | +9.1% | -10.5% | -1.4% |
| 6M | -3.8% | +14.2% | -18.0% | -3.9% |
| YTD | +3.6% | -41.1% | +44.8% | +3.9% |
| 1Y | -5.7% | -54.7% | +49.0% | -5.3% |
| 3Y | +1.6% | -50.6% | +52.2% | +1.4% |
| 5Y | +14.6% | -76.7% | +91.3% | +10.8% |
| All | +22.4% | -49.8% | +72.3% | +24.5% |
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