+128.5%
EEM vs PFGC
+292.9%
-164.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | -1.3% | -4.8% | +3.5% | -0.4% |
| 30D | +2.1% | -12.5% | +14.6% | +4.4% |
| 3M | +1.0% | -9.7% | +10.8% | +2.5% |
| 6M | +15.9% | +7.0% | +8.9% | +14.1% |
| YTD | +24.6% | +4.5% | +20.2% | +23.0% |
| 1Y | +32.3% | -11.6% | +43.9% | +34.1% |
| 3Y | +85.9% | +58.5% | +27.4% | +69.3% |
| 5Y | +45.4% | +112.6% | -67.2% | +24.4% |
| All | +128.5% | +292.9% | -164.4% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling