-75.3%
PCG vs MXL
+273.2%
-348.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +7.5% | -11.8% | -5.1% |
| 7D | +6.5% | +19.0% | -12.5% | +4.3% |
| 30D | -16.7% | +4.5% | -21.2% | -17.5% |
| 3M | -14.2% | -1.5% | -12.7% | -16.7% |
| 6M | -21.5% | +348.6% | -370.1% | -42.0% |
| YTD | -11.2% | +310.3% | -321.5% | -33.9% |
| 1Y | -4.2% | +344.7% | -348.9% | -30.3% |
| 3Y | -14.9% | +211.2% | -226.1% | -40.6% |
| 5Y | +54.2% | +34.8% | +19.4% | +20.0% |
| 10Y | -75.3% | +286.5% | -361.9% | -87.8% |
| All | -75.3% | +273.2% | -348.5% | -87.8% |
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 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