+78.4%
MMM vs PCG
-76.4%
+154.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -2.6% | -2.2% | -0.4% | -2.5% |
| 30D | +17.4% | -0.5% | +17.9% | +17.4% |
| 3M | +3.6% | -24.0% | +27.6% | +5.3% |
| 6M | +33.0% | -18.6% | +51.6% | +34.5% |
| YTD | +19.6% | -17.7% | +37.3% | +20.9% |
| 1Y | +14.0% | -20.0% | +34.1% | +15.4% |
| 3Y | +164.3% | -20.2% | +184.5% | +167.0% |
| 5Y | +49.3% | +8.4% | +41.0% | +48.2% |
| 10Y | +78.4% | -76.4% | +154.7% | +83.7% |
| All | +78.4% | -76.4% | +154.8% | +83.7% |
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