+23.0%
MMM vs PCG
-14.1%
+37.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.8% | +8.7% | +9.4% |
| 7D | +12.2% | +1.9% | +10.3% | +12.0% |
| 30D | +18.8% | +8.5% | +10.3% | +17.6% |
| 3M | +7.4% | -22.9% | +30.2% | +12.0% |
| 6M | +38.3% | -16.8% | +55.1% | +41.2% |
| YTD | +22.9% | -15.8% | +38.6% | +23.7% |
| 1Y | +23.0% | -16.0% | +39.0% | +24.9% |
| All | +23.0% | -14.1% | +37.1% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling