+76.3%
MMM vs PCG
-76.0%
+152.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.1% | -1.1% |
| 7D | -0.4% | +2.2% | -2.5% | -0.5% |
| 30D | +12.1% | +0.8% | +11.4% | +12.1% |
| 3M | +1.4% | -23.8% | +25.2% | +3.0% |
| 6M | +26.6% | -19.6% | +46.2% | +28.1% |
| YTD | +16.8% | -16.7% | +33.6% | +17.9% |
| 1Y | +10.1% | -19.4% | +29.5% | +11.3% |
| 3Y | +158.4% | -18.3% | +176.7% | +160.7% |
| 5Y | +43.1% | +10.4% | +32.7% | +41.8% |
| All | +76.3% | -76.0% | +152.3% | +82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling