+27.0%
MMM vs PFGC
+110.5%
-83.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.2% | -0.1% |
| 7D | -1.6% | -2.4% | +0.8% | -0.9% |
| 30D | -8.0% | -15.8% | +7.8% | -3.2% |
| 3M | +9.4% | -0.6% | +10.0% | +9.2% |
| 6M | +10.2% | +10.7% | -0.4% | +6.3% |
| YTD | +6.1% | +7.6% | -1.5% | +2.6% |
| 1Y | +10.8% | -7.8% | +18.6% | +12.3% |
| 3Y | +104.8% | +63.7% | +41.1% | +75.4% |
| 5Y | +27.0% | +112.3% | -85.2% | +1.5% |
| All | +27.0% | +110.5% | -83.5% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling