+61.8%
PCAR vs MXL
+186.9%
-125.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.0% | -7.8% | -2.1% |
| 7D | 0.0% | +15.5% | -15.4% | -0.9% |
| 30D | -7.7% | -11.3% | +3.6% | -7.2% |
| 3M | +3.7% | -16.1% | +19.8% | +3.3% |
| 6M | +2.3% | +323.0% | -320.7% | -15.4% |
| YTD | +12.8% | +281.5% | -268.7% | -5.8% |
| 1Y | +27.8% | +319.3% | -291.5% | +5.0% |
| 3Y | +61.8% | +189.4% | -127.6% | +35.9% |
| All | +61.8% | +186.9% | -125.1% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling