+229.2%
MXL vs PFG
+70.6%
+158.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.1% | +6.5% | +6.6% |
| 7D | +18.9% | -0.4% | +19.3% | +19.2% |
| 30D | +0.3% | +2.9% | -2.6% | -2.7% |
| 3M | -8.0% | +6.7% | -14.8% | -15.8% |
| 6M | +341.2% | +33.8% | +307.5% | +220.0% |
| YTD | +327.8% | +35.0% | +292.9% | +205.4% |
| 1Y | +364.9% | +46.4% | +318.5% | +205.0% |
| 3Y | +229.2% | +71.7% | +157.6% | +98.5% |
| All | +229.2% | +70.6% | +158.7% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling