+292.4%
PCAR vs MXL
+181.5%
+111.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +11.4% | -8.9% | +1.2% |
| 7D | +2.2% | +5.5% | -3.3% | +1.1% |
| 30D | +0.3% | -32.6% | +33.0% | +3.6% |
| 3M | -17.9% | -13.1% | -4.8% | -18.7% |
| 6M | -3.4% | -41.4% | +38.0% | -2.4% |
| YTD | -0.1% | +243.9% | -244.0% | -25.3% |
| 1Y | +13.4% | +305.1% | -291.7% | -17.5% |
| 3Y | +37.2% | +260.1% | -222.9% | -7.5% |
| 5Y | +117.3% | -12.1% | +129.4% | +79.1% |
| All | +292.4% | +181.5% | +111.0% | +121.2% |
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