+20.4%
PFE vs MXL
+329.6%
-309.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.6% | -0.5% |
| 7D | -4.0% | +16.6% | -20.7% | -4.1% |
| 30D | +3.9% | +0.5% | +3.4% | +3.8% |
| 3M | +9.9% | -3.6% | +13.5% | +9.3% |
| 6M | +5.3% | +328.0% | -322.7% | -2.9% |
| YTD | +16.8% | +297.8% | -281.0% | +7.9% |
| 1Y | +20.4% | +339.4% | -319.0% | +10.1% |
| All | +20.4% | +329.6% | -309.2% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling