+32.8%
PFE vs MXL
+313.4%
-280.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.5% | -7.3% | 0.0% |
| 7D | -2.6% | +18.9% | -21.4% | -3.2% |
| 30D | +5.4% | +0.3% | +5.0% | +5.2% |
| 3M | +7.8% | -8.0% | +15.8% | +7.1% |
| 6M | +5.0% | +341.2% | -336.2% | -4.5% |
| YTD | +17.1% | +327.8% | -310.8% | +6.4% |
| 1Y | +19.3% | +364.9% | -345.6% | +7.7% |
| 3Y | -0.9% | +229.2% | -230.2% | -11.8% |
| 5Y | -20.8% | +42.8% | -63.6% | -27.4% |
| All | +32.8% | +313.4% | -280.5% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling