+78.1%
MMM vs PFGC
+346.1%
-268.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | +14.4% | +16.1% | -1.7% | +11.2% |
| 3M | +1.8% | +2.4% | -0.6% | +1.2% |
| 6M | +31.3% | +15.7% | +15.6% | +27.4% |
| YTD | +18.0% | +22.3% | -4.3% | +13.0% |
| 1Y | +10.9% | +13.9% | -3.0% | +7.5% |
| 3Y | +160.6% | +80.3% | +80.3% | +132.8% |
| 5Y | +44.5% | +136.1% | -91.6% | +22.0% |
| All | +78.1% | +346.1% | -268.0% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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