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Why Moreno is calling PSG's loss to Real Madrid embarrassing (2:03)

Alejandro explains what went wrong for Paris Saint-Germain in their loss to Real Madrid. There is a time and a place.

7:11 PM ET

It was written in the stars that a Frenchman would shine at the Santiago Bernabeu on Wednesday night. It was not the one we were expecting.

Kylian Mbappe did what he does best: score goals and be the best player in the world, for his big test in Madrid ahead of a widely speculated move to Madrid this summer. The star of the show was his big brother.

Benzema reminded everyone that he is still the boss when the talk of the town was about the future of Kylian Mbappe. He became the oldest player to score a hat trick in the competition, the first French player to score three hat tricks in the competition, and he sent his team to the quarterfinals via a 3-1 win on the night and a 3-2 aggregate victory.

His celebrations, his joy, spoke volumes. There was nothing else from a disappointing Real Madrid side. They lacked intensity for the opening hour, but they can always rely on Benzema, who on this night overtook Alfredo Di Stefano as the third-leading goal scorer in Real Madrid history with 309 goals.

He has been their salvation on more than one occasion this season. His three goals on Wednesday brought his total to eight in the European competition this season and 77 in his career, only Lionel Messi and Robert Lewandowski have more. He has 30 goals and 11 assists in 31 matches this season. In 31 matches, he has 41 goal involvements, in a team that has struggled to create chances for him. This is the Ballon d'Or territory.

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He did not need to score in this game. The forward took full advantage of the mistakes of the team. How could Donnarumma give away the ball in such a way? What was happening with the terrible pass that led to the second goal? Marquinhos assisted for Benzema's third. These were schoolboy errors, but Benzema was there to punish the Parisians.

When we thought there was a new prince in Madrid, the king struck three times to remind us that the Santiago Bernabeu is still his castle.

If he was watching from his sofa in Manchester, he would have appreciated Benzema's performance. The display was full of talent, efficiency and guts. The Frenchman did the same thing as his ex-teammate did many times before.

This victory and Madrid's march to the quarterfinals is more important than Benzema's failure.

Paris failed again. They lost a two-goal lead in a horrible way.

Karim Benzema's hat trick saw Real Madrid complete an epic comeback vs. PSG and advance to the Champions League quarterfinals. Angel Martinez/Getty Images

We have been here before. It was the first time in five years that they had conceded three goals in a game, and it happened in the same place as the one they lost in the first leg of the Paris Saint-Germain vs Barcelona match.

Managers are hired and fired, but some things never change. Every squad has a lack of leadership and resilience. The mindset of the football club is not right.

The players shot themselves in the foot. They gave it up too quickly and were in control.

There was no answer from Mauricio Pochettino. He was apathetic on the touchline. How could he leave him on the pitch for the entire game? The Brazilian just came back from a long-term injury. Even though he is under contract until June 23, it is highly unlikely that he will still be the club's manager next season.

The referee and VAR will be blamed for allowing the first goal to stand, not calling a foul on Benzema after his physical challenge on Donnarumma in the build-up, and this is part of the problem. It is never their fault when they capitulate like this. There are always excuses, fault lying elsewhere, and the club never looks at themselves, admit their mistakes or the flaws in the way they work.

The season is over for Paris Saint-Germain. The fact that they will win the title of Ligue 1 is a small detail. They failed to win the Trophee des Champs against Lille, they were knocked out of the Coupe de France in the round of 16 by Nice, and they were humiliated again in the European Championship.

This is the worst season since the club was taken over. It will be difficult to get over it.