+255.6%
MXL vs PFG
+618.8%
-363.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.4% | +7.4% | +6.9% |
| 7D | +15.5% | +6.0% | +9.5% | +10.7% |
| 30D | -11.3% | +2.2% | -13.5% | -13.0% |
| 3M | -16.1% | +10.4% | -26.5% | -23.0% |
| 6M | +323.0% | +27.8% | +295.2% | +252.6% |
| YTD | +281.5% | +33.6% | +247.9% | +208.3% |
| 1Y | +319.3% | +49.3% | +270.0% | +215.5% |
| 3Y | +189.4% | +69.7% | +119.6% | +103.4% |
| 5Y | +26.0% | +111.3% | -85.4% | -22.7% |
| 10Y | +243.5% | +240.3% | +3.2% | +42.9% |
| All | +255.6% | +618.8% | -363.2% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling