+157.1%
MMM vs PCG
-21.6%
+178.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.9% |
| 7D | +6.2% | -1.6% | +7.8% | +6.6% |
| 30D | +14.2% | +1.4% | +12.8% | +13.8% |
| 3M | +2.9% | -23.4% | +26.3% | +9.1% |
| 6M | +27.6% | -19.4% | +46.9% | +32.7% |
| YTD | +17.3% | -18.5% | +35.8% | +21.4% |
| 1Y | +15.1% | -19.5% | +34.6% | +19.5% |
| 3Y | +157.1% | -21.0% | +178.1% | +163.5% |
| All | +157.1% | -21.6% | +178.7% | +163.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling