+297.0%
MXL vs PFG
+46.8%
+250.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +4.1% | -15.3% | -11.5% |
| 7D | -24.3% | +4.9% | -29.2% | -24.7% |
| 30D | -46.1% | +5.7% | -51.8% | -46.4% |
| 3M | -21.8% | +2.6% | -24.4% | -21.9% |
| 6M | -27.2% | +19.8% | -47.0% | -38.0% |
| YTD | +226.2% | +36.3% | +189.9% | +150.1% |
| 1Y | +297.0% | +47.9% | +249.1% | +178.6% |
| All | +297.0% | +46.8% | +250.2% | +178.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling