+749.3%
EEM vs PFG
+663.6%
+85.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.9% |
| 7D | +5.3% | +0.1% | +5.2% | +5.2% |
| 30D | -7.0% | +5.0% | -11.9% | -8.8% |
| 3M | -8.0% | +0.1% | -8.1% | -8.4% |
| 6M | -6.6% | +13.8% | -20.4% | -11.9% |
| YTD | +12.3% | +31.2% | -18.9% | +0.2% |
| 1Y | +12.2% | +37.1% | -24.9% | -1.7% |
| 3Y | +71.2% | +80.6% | -9.4% | +32.5% |
| 5Y | +32.2% | +93.7% | -61.5% | -2.7% |
| 10Y | +120.3% | +185.5% | -65.2% | +27.4% |
| All | +749.3% | +663.6% | +85.7% | +163.2% |
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