+854.3%
EEM vs PFG
+688.7%
+165.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.4% | +2.4% |
| 7D | +2.3% | +5.5% | -3.2% | +0.1% |
| 30D | +4.5% | +2.4% | +2.2% | +3.4% |
| 3M | -0.1% | +13.6% | -13.6% | -5.4% |
| 6M | +16.9% | +27.9% | -10.9% | +5.8% |
| YTD | +26.2% | +35.6% | -9.3% | +11.5% |
| 1Y | +40.5% | +48.5% | -8.0% | +19.5% |
| 3Y | +86.2% | +66.9% | +19.3% | +48.7% |
| 5Y | +45.5% | +111.0% | -65.5% | +3.6% |
| 10Y | +128.6% | +244.5% | -115.9% | +22.9% |
| All | +854.3% | +688.7% | +165.6% | +192.7% |
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