+240.6%
PFE vs MXL
+249.5%
-9.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.8% | -1.5% |
| 7D | +1.8% | +1.6% | +0.1% | +1.6% |
| 30D | +10.2% | -7.0% | +17.2% | +10.4% |
| 3M | +12.7% | -33.4% | +46.1% | +13.5% |
| 6M | +10.5% | +260.2% | -249.6% | -1.2% |
| YTD | +20.2% | +260.0% | -239.8% | +7.2% |
| 1Y | +24.1% | +303.5% | -279.4% | +9.5% |
| 3Y | -3.6% | +160.4% | -164.0% | -15.7% |
| 5Y | -20.9% | +14.7% | -35.6% | -28.5% |
| 10Y | +35.8% | +215.6% | -179.8% | +5.1% |
| All | +240.6% | +249.5% | -9.0% | +146.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling