+257.7%
PFE vs MXL
+234.0%
+23.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.4% | -11.1% | -0.2% |
| 7D | -3.0% | +5.5% | -8.4% | -3.4% |
| 30D | +5.2% | -32.6% | +37.8% | +6.6% |
| 3M | +12.2% | -13.1% | +25.4% | +11.8% |
| 6M | +17.8% | -41.4% | +59.2% | +18.3% |
| YTD | +26.2% | +243.9% | -217.8% | +11.8% |
| 1Y | +23.2% | +305.1% | -281.9% | +7.9% |
| 3Y | +21.3% | +260.1% | -238.8% | +2.7% |
| 5Y | -23.1% | -12.1% | -11.0% | -29.5% |
| 10Y | +50.7% | +182.8% | -132.1% | +16.7% |
| All | +257.7% | +234.0% | +23.7% | +156.7% |
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