+32.8%
MXL vs PFGC
+105.5%
-72.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.3% |
| 7D | +16.6% | -4.8% | +21.5% | +19.7% |
| 30D | +0.5% | -17.2% | +17.7% | +11.1% |
| 3M | -3.6% | -6.3% | +2.7% | -2.1% |
| 6M | +328.0% | +8.8% | +319.2% | +291.6% |
| YTD | +297.8% | +4.9% | +292.9% | +268.0% |
| 1Y | +339.4% | -9.5% | +348.9% | +345.7% |
| 3Y | +201.7% | +59.6% | +142.1% | +107.3% |
| 5Y | +32.8% | +113.5% | -80.8% | -22.4% |
| All | +32.8% | +105.5% | -72.8% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling