I thought the 5DAY periodicity would act as a rolling 5 day window, but it seems to work more like the WEEKLY periodicity. In other words, it's only looking back to Monday of the same week rather than 5 days back from each day. Also, the 2DAY periodicity seems to be looking back more than 2 days and/or returning unexpected values. Is this intended? Can you explain how the periodicity function works?

For example, using the symbol AAPL:

I plugged this formula ... period(DAILY, LOW) ... into the "Calculations" tab and it returned the low of each day, as expected.

When I plugged this formula .. period(2DAY,L) ... into the "Calculations" tab, it returned unexpected values.

When I plugged this formula .. period(5DAY,L) ... into the "Calculations" tab, it returned unexpected values.