+434.6%
MXL vs PFGC
+409.4%
+25.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.9% | +7.9% | +6.6% |
| 7D | +15.5% | -2.4% | +17.9% | +16.4% |
| 30D | -11.3% | -15.8% | +4.5% | -6.1% |
| 3M | -16.1% | -0.6% | -15.5% | -16.8% |
| 6M | +323.0% | +10.7% | +312.4% | +301.7% |
| YTD | +281.5% | +7.6% | +273.9% | +264.1% |
| 1Y | +319.3% | -7.8% | +327.1% | +322.1% |
| 3Y | +189.4% | +63.7% | +125.7% | +137.9% |
| 5Y | +26.0% | +112.3% | -86.3% | -4.4% |
| 10Y | +243.5% | +286.7% | -43.2% | +105.6% |
| All | +434.6% | +409.4% | +25.1% | +203.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling