+163.9%
PCAR vs MXL
+34.9%
+129.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.5% | -8.0% | -1.1% |
| 7D | -0.2% | +19.0% | -19.2% | -1.7% |
| 30D | -6.9% | +4.5% | -11.4% | -7.5% |
| 3M | +2.1% | -1.5% | +3.6% | +0.2% |
| 6M | +1.6% | +348.6% | -347.0% | -19.3% |
| YTD | +12.2% | +310.3% | -298.0% | -10.1% |
| 1Y | +28.0% | +344.7% | -316.7% | +1.0% |
| 3Y | +61.0% | +211.2% | -150.2% | +23.6% |
| 5Y | +163.9% | +34.8% | +129.1% | +114.4% |
| All | +163.9% | +34.9% | +129.0% | +114.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling