+116.1%
PG vs MXL
+313.4%
-197.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.5% | -5.9% | +1.5% |
| 7D | -0.8% | +18.9% | -19.7% | -1.2% |
| 30D | +0.8% | +0.3% | +0.5% | +0.7% |
| 3M | -1.3% | -8.0% | +6.7% | -1.8% |
| 6M | -3.8% | +341.2% | -345.1% | -10.4% |
| YTD | +3.6% | +327.8% | -324.2% | -3.5% |
| 1Y | -5.7% | +364.9% | -370.6% | -12.7% |
| 3Y | +1.6% | +229.2% | -227.6% | -7.0% |
| 5Y | +14.6% | +42.8% | -28.2% | +8.2% |
| All | +116.1% | +313.4% | -197.2% | +67.4% |
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