+27.0%
MMM vs PEG
+38.2%
-11.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -1.6% | +1.0% | -2.6% | -2.0% |
| 30D | -8.0% | -1.9% | -6.1% | -7.3% |
| 3M | +9.4% | -3.7% | +13.0% | +11.0% |
| 6M | +10.2% | -9.4% | +19.7% | +14.8% |
| YTD | +6.1% | -6.0% | +12.1% | +8.5% |
| 1Y | +10.8% | -4.4% | +15.1% | +11.8% |
| 3Y | +104.8% | +33.5% | +71.3% | +72.1% |
| 5Y | +27.0% | +35.7% | -8.7% | +4.0% |
| All | +27.0% | +38.2% | -11.2% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 5y: compounded portfolio wealth divided by compounded PEG 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…
5y analysis · Full analysis span regression · 6 months rolling