+158.4%
MMM vs PFG
+82.7%
+75.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -0.4% | +2.4% | -2.8% | -1.5% |
| 30D | +12.1% | +5.9% | +6.3% | +9.4% |
| 3M | +1.4% | -0.4% | +1.9% | +1.5% |
| 6M | +26.6% | +14.8% | +11.7% | +17.4% |
| YTD | +16.8% | +31.9% | -15.1% | +0.4% |
| 1Y | +10.1% | +38.8% | -28.7% | -8.0% |
| 3Y | +158.4% | +82.4% | +76.0% | +88.8% |
| All | +158.4% | +82.7% | +75.8% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling