+129.7%
PHM vs MNDY
-49.8%
+179.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.3% |
| 7D | -5.0% | -4.6% | -0.3% | -4.4% |
| 30D | -8.4% | +1.0% | -9.5% | -8.8% |
| 3M | -4.4% | +9.1% | -13.5% | -6.0% |
| 6M | -3.7% | +14.2% | -18.0% | -6.8% |
| YTD | +1.3% | -41.1% | +42.4% | +6.7% |
| 1Y | -14.0% | -54.7% | +40.7% | -6.5% |
| 3Y | +48.1% | -50.6% | +98.7% | +50.8% |
| 5Y | +158.8% | -76.7% | +235.4% | +146.1% |
| All | +129.7% | -49.8% | +179.6% | +137.9% |
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