+121.1%
EEM vs PFGC
+351.0%
-229.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | +2.7% | +3.4% | -0.7% | +2.1% |
| 30D | -5.4% | +16.9% | -22.3% | -8.0% |
| 3M | -8.6% | +6.4% | -15.0% | -9.8% |
| 6M | -8.9% | +16.0% | -24.9% | -11.7% |
| YTD | +11.9% | +23.6% | -11.7% | +7.1% |
| 1Y | +13.1% | +16.6% | -3.5% | +9.2% |
| 3Y | +70.7% | +82.3% | -11.6% | +51.7% |
| 5Y | +31.8% | +138.7% | -107.0% | +10.6% |
| All | +121.1% | +351.0% | -229.9% | +69.8% |
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