+167.6%
EEM vs PFGC
+409.4%
-241.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.5% |
| 7D | +3.1% | -2.4% | +5.5% | +3.5% |
| 30D | +4.9% | -15.8% | +20.6% | +7.9% |
| 3M | +5.2% | -0.6% | +5.8% | +5.0% |
| 6M | +20.7% | +10.7% | +10.0% | +18.1% |
| YTD | +26.5% | +7.6% | +18.8% | +24.1% |
| 1Y | +37.8% | -7.8% | +45.7% | +38.7% |
| 3Y | +91.0% | +63.7% | +27.2% | +72.8% |
| 5Y | +47.0% | +112.3% | -65.2% | +25.6% |
| 10Y | +125.6% | +286.7% | -161.1% | +68.8% |
| All | +167.6% | +409.4% | -241.8% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling