+121.7%
MMM vs PFGC
+465.8%
-344.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.0% |
| 7D | +6.2% | +8.5% | -2.3% | +4.6% |
| 30D | +14.2% | +15.0% | -0.8% | +11.3% |
| 3M | +2.9% | -6.2% | +9.1% | +4.0% |
| 6M | +27.6% | +15.7% | +11.8% | +23.9% |
| YTD | +17.3% | +19.6% | -2.3% | +12.9% |
| 1Y | +15.1% | +13.2% | +1.9% | +11.8% |
| 3Y | +157.1% | +77.0% | +80.2% | +130.9% |
| 5Y | +45.1% | +121.5% | -76.4% | +24.1% |
| 10Y | +83.9% | +354.5% | -270.7% | +38.3% |
| All | +121.7% | +465.8% | -344.1% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling