+78.1%
MMM vs PFG
+182.5%
-104.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.8% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +14.4% | +5.0% | +9.5% | +12.2% |
| 3M | +1.8% | +0.1% | +1.7% | +1.6% |
| 6M | +31.3% | +13.8% | +17.5% | +23.6% |
| YTD | +18.0% | +31.2% | -13.3% | +4.1% |
| 1Y | +10.9% | +37.1% | -26.2% | -4.1% |
| 3Y | +160.6% | +80.6% | +80.0% | +98.9% |
| 5Y | +44.5% | +93.7% | -49.2% | +5.8% |
| All | +78.1% | +182.5% | -104.4% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling