+46.6%
EEM vs PFG
+109.8%
-63.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | +2.0% | +3.2% | -1.2% | +0.8% |
| 30D | +5.1% | +0.9% | +4.1% | +4.6% |
| 3M | +4.6% | +7.7% | -3.1% | +1.6% |
| 6M | +17.8% | +29.0% | -11.2% | +7.5% |
| YTD | +25.8% | +32.5% | -6.6% | +13.7% |
| 1Y | +36.4% | +47.3% | -10.9% | +18.7% |
| 3Y | +90.0% | +68.2% | +21.8% | +54.7% |
| 5Y | +46.6% | +108.5% | -61.9% | +6.7% |
| All | +46.6% | +109.8% | -63.2% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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