+303.5%
MXL vs PFGC
-5.1%
+308.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.1% | +5.5% |
| 7D | +1.6% | -2.2% | +3.8% | +1.7% |
| 30D | -7.0% | -11.9% | +4.9% | -7.4% |
| 3M | -33.4% | +5.0% | -38.4% | -36.0% |
| 6M | +260.2% | +8.6% | +251.6% | +237.5% |
| YTD | +260.0% | +9.7% | +250.3% | +237.3% |
| 1Y | +303.5% | -6.3% | +309.8% | +286.2% |
| All | +303.5% | -5.1% | +308.6% | +286.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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