+660.9%
PCAR vs MXL
+249.5%
+411.4%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.4% | -0.6% |
| 7D | -0.5% | +1.6% | -2.1% | -0.8% |
| 30D | -6.2% | -7.0% | +0.8% | -5.8% |
| 3M | +5.9% | -33.4% | +39.3% | +8.4% |
| 6M | +0.4% | +260.2% | -259.8% | -25.9% |
| YTD | +14.8% | +260.0% | -245.1% | -15.5% |
| 1Y | +30.1% | +303.5% | -273.4% | -7.0% |
| 3Y | +66.7% | +160.4% | -93.8% | +16.8% |
| 5Y | +166.1% | +14.7% | +151.4% | +104.8% |
| 10Y | +353.7% | +215.6% | +138.1% | +152.9% |
| All | +660.9% | +249.5% | +411.4% | +264.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling