+2,741.0%
MMM vs PGR
+42,092.7%
-39,351.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.1% | -1.9% |
| 7D | -2.6% | -2.7% | +0.1% | -1.8% |
| 30D | -9.3% | +0.7% | -10.0% | -9.6% |
| 3M | +5.6% | +7.7% | -2.1% | +2.6% |
| 6M | +9.5% | +4.3% | +5.2% | +7.1% |
| YTD | +4.1% | +0.7% | +3.4% | +2.7% |
| 1Y | +9.4% | -5.7% | +15.0% | +9.8% |
| 3Y | +101.0% | +73.7% | +27.3% | +66.7% |
| 5Y | +26.1% | +158.4% | -132.3% | -8.9% |
| 10Y | +54.7% | +810.5% | -755.8% | -24.4% |
| All | +2,741.0% | +42,092.7% | -39,351.7% | +549.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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