+165.3%
MMM vs PCG
-19.4%
+184.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +7.0% | -0.5% | +7.4% | +7.1% |
| 30D | +18.4% | +0.8% | +17.6% | +18.2% |
| 3M | +4.5% | -22.0% | +26.5% | +10.3% |
| 6M | +33.4% | -17.1% | +50.5% | +37.8% |
| YTD | +20.0% | -16.9% | +36.8% | +23.5% |
| 1Y | +15.0% | -19.1% | +34.1% | +19.4% |
| All | +165.3% | -19.4% | +184.7% | +171.2% |
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