+48.0%
PPL vs MNDY
-53.8%
+101.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.1% | +8.8% | -0.1% |
| 7D | -1.2% | -16.1% | +14.9% | -0.9% |
| 30D | +4.2% | -10.2% | +14.4% | +4.4% |
| 3M | +1.5% | -14.2% | +15.7% | +1.7% |
| 6M | +1.0% | +10.9% | -9.9% | +0.6% |
| YTD | +4.4% | -45.8% | +50.2% | +5.3% |
| 1Y | +0.8% | -57.8% | +58.6% | +2.2% |
| 3Y | +56.5% | -41.0% | +97.5% | +55.2% |
| 5Y | +47.7% | -82.0% | +129.7% | +42.7% |
| All | +48.0% | -53.8% | +101.9% | +51.2% |
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