-57.5%
PCG vs MXL
+199.9%
-257.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +1.0% |
| 7D | -0.5% | -15.9% | +15.4% | +0.7% |
| 30D | +0.8% | -44.0% | +44.8% | +5.6% |
| 3M | -22.0% | -21.3% | -0.7% | -21.6% |
| 6M | -17.1% | -46.1% | +29.0% | -15.6% |
| YTD | -16.9% | +208.8% | -225.7% | -34.0% |
| 1Y | -19.1% | +255.5% | -274.6% | -37.1% |
| 3Y | -19.4% | +223.3% | -242.8% | -41.6% |
| 5Y | +9.0% | -18.1% | +27.1% | -7.6% |
| 10Y | -76.2% | +159.9% | -236.1% | -84.5% |
| All | -57.5% | +199.9% | -257.4% | -73.9% |
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