We use MasterCode to perform a frequentist analysis of the constraints on a phenomenological MSSM model with 11 parameters, the pMSSM11, including constraints from ∼36 /fb of LHC data at 13 TeV and PICO, XENON1T and PandaX-II searches for dark matter scattering, as well as previous accelerator and astrophysical measurements, presenting fits both with and without the (g−2)μ constraint. The pMSSM11 is specified by the following parameters: 3 gaugino masses M1,2,3 , a common mass for the first-and second-generation squarks mq~ and a distinct third-generation squark mass mq~3 , a common mass for the first-and second-generation sleptons mℓ~ and a distinct third-generation slepton mass mτ~ , a common trilinear mixing parameter A, the Higgs mixing parameter μ , the pseudoscalar Higgs mass MA and tanβ . In the fit including (g−2)μ , a Bino-like χ~01 is preferred, whereas a Higgsino-like χ~01 is mildly favoured when the (g−2)μ constraint is dropped. We identify the mechanisms that operate in different regions of the pMSSM11 parameter space to bring the relic density of the lightest neutralino, χ~01 , into the range indicated by cosmological data. In the fit including (g−2)μ , coannihilations with χ~02 and the Wino-like χ~±1 or with nearly-degenerate first- and second-generation sleptons are active, whereas coannihilations with the χ~02 and the Higgsino-like χ~±1 or with first- and second-generation squarks may be important when the (g−2)μ constraint is dropped. In the two cases, we present χ2 functions in two-dimensional mass planes as well as their one-dimensional profile projections and best-fit spectra. Prospects remain for discovering strongly-interacting sparticles at the LHC, in both the scenarios with and without the (g−2)μ constraint, as well as for discovering electroweakly-interacting sparticles at a future linear e+e− collider such as the ILC or CLIC.