+3,099.6%
MMM vs PCG
+85.2%
+3,014.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.2% |
| 7D | +6.2% | -1.6% | +7.8% | +6.4% |
| 30D | +14.2% | +1.4% | +12.8% | +14.0% |
| 3M | +2.9% | -23.4% | +26.3% | +5.6% |
| 6M | +27.6% | -19.4% | +46.9% | +30.0% |
| YTD | +17.3% | -18.5% | +35.8% | +19.3% |
| 1Y | +15.1% | -19.5% | +34.6% | +17.2% |
| 3Y | +157.1% | -21.0% | +178.1% | +161.6% |
| 5Y | +45.1% | +13.7% | +31.4% | +41.4% |
| 10Y | +83.9% | -77.2% | +161.0% | +91.5% |
| All | +3,099.6% | +85.2% | +3,014.4% | +1,673.7% |
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 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