+2,812.9%
MMM vs PCG
+103.4%
+2,709.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.1% |
| 7D | -3.3% | -13.9% | +10.5% | -2.0% |
| 30D | -7.0% | -16.9% | +9.8% | -5.4% |
| 3M | +10.8% | -14.7% | +25.6% | +12.4% |
| 6M | +5.8% | -23.8% | +29.6% | +8.5% |
| YTD | +6.8% | -10.5% | +17.3% | +7.6% |
| 1Y | +10.4% | -5.1% | +15.5% | +10.4% |
| 3Y | +104.7% | -11.6% | +116.3% | +105.8% |
| 5Y | +23.6% | +59.0% | -35.5% | +16.2% |
| 10Y | +54.1% | -75.7% | +129.9% | +59.9% |
| All | +2,812.9% | +103.4% | +2,709.5% | +1,499.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling