+46.6%
EEM vs PFGC
+111.7%
-65.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | +2.0% | -3.7% | +5.7% | +2.8% |
| 30D | +5.1% | -16.0% | +21.0% | +9.1% |
| 3M | +4.6% | -4.1% | +8.7% | +5.0% |
| 6M | +17.8% | +8.7% | +9.1% | +14.5% |
| YTD | +25.8% | +6.4% | +19.5% | +22.6% |
| 1Y | +36.4% | -8.4% | +44.8% | +37.5% |
| 3Y | +90.0% | +61.8% | +28.2% | +63.9% |
| 5Y | +46.6% | +108.7% | -62.1% | +16.3% |
| All | +46.6% | +111.7% | -65.1% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling