-33.9%
PPG vs MNDY
-50.8%
+16.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.0% | -7.0% | -2.4% |
| 7D | -5.1% | -12.5% | +7.3% | -4.0% |
| 30D | -9.6% | -2.6% | -6.9% | -9.5% |
| 3M | -6.4% | +4.2% | -10.7% | -7.2% |
| 6M | +0.5% | +9.8% | -9.2% | -1.4% |
| YTD | +4.4% | -42.3% | +46.7% | +8.7% |
| 1Y | -0.9% | -54.5% | +53.6% | +5.5% |
| 3Y | -17.0% | -50.3% | +33.3% | -15.4% |
| 5Y | -23.7% | -77.1% | +53.4% | -27.3% |
| All | -33.9% | -50.8% | +16.9% | -31.3% |
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