-58.0%
PCG vs MXL
+234.0%
-291.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.4% | -12.4% | -2.1% |
| 7D | -2.2% | +5.5% | -7.7% | -3.2% |
| 30D | -0.5% | -32.6% | +32.2% | +2.4% |
| 3M | -24.0% | -13.1% | -10.8% | -24.4% |
| 6M | -18.6% | -41.4% | +22.8% | -17.8% |
| YTD | -17.7% | +243.9% | -261.6% | -35.4% |
| 1Y | -20.0% | +305.1% | -325.1% | -38.7% |
| 3Y | -20.2% | +260.1% | -280.3% | -42.8% |
| 5Y | +8.4% | -12.1% | +20.4% | -8.6% |
| 10Y | -76.4% | +182.8% | -259.2% | -84.8% |
| All | -58.0% | +234.0% | -291.9% | -74.5% |
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