+32.2%
EEM vs PFG
+95.0%
-62.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.0% |
| 7D | +5.3% | +0.1% | +5.2% | +5.2% |
| 30D | -7.0% | +5.0% | -11.9% | -8.4% |
| 3M | -8.0% | +0.1% | -8.1% | -8.3% |
| 6M | -6.6% | +13.8% | -20.4% | -11.2% |
| YTD | +12.3% | +31.2% | -18.9% | +1.7% |
| 1Y | +12.2% | +37.1% | -24.9% | 0.0% |
| 3Y | +71.2% | +80.6% | -9.4% | +35.8% |
| 5Y | +32.2% | +93.7% | -61.5% | -1.9% |
| All | +32.2% | +95.0% | -62.7% | -1.9% |
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