+746.2%
EEM vs PFG
+667.5%
+78.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +2.7% | +2.4% | +0.3% | +1.8% |
| 30D | -5.4% | +5.9% | -11.3% | -7.5% |
| 3M | -8.6% | -0.4% | -8.2% | -8.8% |
| 6M | -8.9% | +14.8% | -23.7% | -14.3% |
| YTD | +11.9% | +31.9% | -20.0% | -0.3% |
| 1Y | +13.1% | +38.8% | -25.7% | -1.3% |
| 3Y | +70.7% | +82.4% | -11.7% | +31.6% |
| 5Y | +31.8% | +94.7% | -62.9% | -3.2% |
| 10Y | +119.5% | +187.0% | -67.5% | +26.7% |
| All | +746.2% | +667.5% | +78.7% | +161.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling