In this picture the original beam is coming from your right. It enters the PBS cube and is split off to the left (over the other color lines). The "straight through" part of the beam then goes to and is reflected off of the diffraction mirror. The diffracted color beams comes out to your left and another full spectrum beam reflects of to your right. This reflected full spectrum beam can be diffracted again as can the original "split off" part of the beam. The colors go everywhere