+229.2%
MXL vs PFGC
+58.8%
+170.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +8.0% | +7.7% |
| 7D | +18.9% | -4.8% | +23.6% | +21.1% |
| 30D | +0.3% | -12.5% | +12.9% | +5.8% |
| 3M | -8.0% | -9.7% | +1.7% | -6.2% |
| 6M | +341.2% | +7.0% | +334.2% | +307.3% |
| YTD | +327.8% | +4.5% | +323.4% | +295.7% |
| 1Y | +364.9% | -11.6% | +376.5% | +376.9% |
| 3Y | +229.2% | +58.5% | +170.7% | +136.9% |
| All | +229.2% | +58.8% | +170.4% | +136.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling