+53.8%
MMM vs PFGC
+273.4%
-219.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.2% | -0.3% |
| 7D | -1.6% | -2.4% | +0.8% | -1.1% |
| 30D | -8.0% | -15.8% | +7.8% | -5.1% |
| 3M | +9.4% | -0.6% | +10.0% | +9.3% |
| 6M | +10.2% | +10.7% | -0.4% | +7.9% |
| YTD | +6.1% | +7.6% | -1.5% | +4.2% |
| 1Y | +10.8% | -7.8% | +18.6% | +11.8% |
| 3Y | +104.8% | +63.7% | +41.1% | +86.4% |
| 5Y | +27.0% | +112.3% | -85.2% | +9.4% |
| 10Y | +53.8% | +286.7% | -232.9% | +20.7% |
| All | +53.8% | +273.4% | -219.6% | +20.7% |
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