+83.0%
MMM vs PFGC
+360.0%
-276.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | +1.1% |
| 7D | +5.8% | +10.8% | -5.1% | +3.7% |
| 30D | +17.9% | +17.8% | +0.1% | +14.3% |
| 3M | +3.6% | -2.7% | +6.3% | +3.9% |
| 6M | +32.9% | +20.0% | +12.9% | +28.1% |
| YTD | +19.5% | +24.3% | -4.8% | +14.1% |
| 1Y | +16.5% | +13.2% | +3.3% | +13.1% |
| 3Y | +167.2% | +85.9% | +81.2% | +137.3% |
| 5Y | +48.2% | +141.0% | -92.8% | +24.6% |
| 10Y | +83.0% | +370.6% | -287.6% | +40.1% |
| All | +83.0% | +360.0% | -276.9% | +40.1% |
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