+83.0%
MMM vs PFG
+203.0%
-120.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.2% | +0.1% |
| 7D | +5.8% | +2.3% | +3.5% | +4.8% |
| 30D | +17.9% | +7.6% | +10.3% | +14.4% |
| 3M | +3.6% | +2.5% | +1.1% | +2.4% |
| 6M | +32.9% | +16.6% | +16.3% | +23.8% |
| YTD | +19.5% | +34.1% | -14.6% | +4.5% |
| 1Y | +16.5% | +44.1% | -27.5% | -1.3% |
| 3Y | +167.2% | +86.3% | +80.9% | +101.2% |
| 5Y | +48.2% | +101.6% | -53.3% | +6.8% |
| 10Y | +83.0% | +197.9% | -114.9% | +5.1% |
| All | +83.0% | +203.0% | -120.0% | +5.1% |
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