+34.0%
PCAR vs MXL
+231.7%
-197.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.4% |
| 7D | +3.8% | -15.9% | +19.7% | +4.5% |
| 30D | -2.0% | -44.0% | +42.1% | +0.7% |
| 3M | -19.1% | -21.3% | +2.3% | -19.1% |
| 6M | -6.8% | -46.1% | +39.3% | -5.9% |
| YTD | -2.5% | +208.8% | -211.3% | -18.3% |
| 1Y | +9.7% | +255.5% | -245.9% | -9.6% |
| 3Y | +34.0% | +223.3% | -189.4% | +3.8% |
| All | +34.0% | +231.7% | -197.7% | +3.8% |
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