Using Monthly Return Series in Pyfolio

[MD-python]

Problem Description

Please provide a minimal, self-contained, and reproducible example:

I'm relatively new to python and pyfolio - is there any way to use monthly returns instead of daily returns?

Please provide the full traceback:

[Paste traceback here]

Please provide any additional information below:
The annualised return and annualised volatility numbers are skewed as it is calculating the numbers on 3 Total Months of data, when I have ~80 monthly data points.

Versions

• Pyfolio version:
• Python version:
• Pandas version:
• Matplotlib version:

[MD-python]

Hi, just wondering if anyone could assist on this - for clarity, I just want to know whether it's possible to use monthly instead of daily returns in pyfolio.
Any help appreciated.