+104.9%
MMM vs PCG
-11.7%
+116.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.5% |
| 7D | -3.3% | -13.9% | +10.5% | -0.1% |
| 30D | -7.0% | -16.9% | +9.8% | -3.0% |
| 3M | +10.8% | -14.7% | +25.6% | +14.5% |
| 6M | +5.8% | -23.8% | +29.6% | +13.2% |
| YTD | +6.8% | -10.5% | +17.3% | +8.2% |
| 1Y | +10.4% | -5.1% | +15.5% | +9.4% |
| All | +104.9% | -11.7% | +116.6% | +96.4% |
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