+17.0%
PG vs MXL
+276.5%
-259.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -11.1% | +14.4% | +2.9% |
| 7D | +5.7% | -24.3% | +30.1% | +4.8% |
| 30D | +15.4% | -46.1% | +61.5% | +13.7% |
| 3M | +13.8% | -21.8% | +35.6% | +13.3% |
| 6M | +18.3% | -27.2% | +45.5% | +17.4% |
| YTD | +20.1% | +226.2% | -206.0% | +24.0% |
| 1Y | +17.0% | +297.0% | -280.0% | +22.1% |
| All | +17.0% | +276.5% | -259.5% | +22.1% |
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