+61.8%
PCG vs MXL
+23.2%
+38.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.0% | -2.4% | +3.3% |
| 7D | +5.4% | +15.5% | -10.1% | +4.6% |
| 30D | -15.1% | -11.3% | -3.8% | -14.8% |
| 3M | -9.8% | -16.1% | +6.3% | -10.3% |
| 6M | -18.0% | +323.0% | -341.0% | -29.3% |
| YTD | -7.2% | +281.5% | -288.8% | -19.5% |
| 1Y | +2.9% | +319.3% | -316.4% | -12.0% |
| 3Y | -11.1% | +189.4% | -200.5% | -25.4% |
| 5Y | +61.8% | +26.0% | +35.8% | +47.4% |
| All | +61.8% | +23.2% | +38.6% | +47.4% |
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