+127.9%
EMB vs PFG
+203.3%
-75.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -0.4% | -2.2% | +1.8% | -0.3% |
| 30D | +1.5% | +6.4% | -4.8% | +1.1% |
| 3M | -1.6% | +2.2% | -3.8% | -1.8% |
| 6M | -1.5% | +16.3% | -17.8% | -2.5% |
| YTD | -0.1% | +33.2% | -33.3% | -2.0% |
| 1Y | +0.5% | +40.6% | -40.1% | -1.7% |
| 3Y | +30.2% | +83.3% | -53.1% | +24.9% |
| 5Y | +8.6% | +97.7% | -89.2% | +3.3% |
| 10Y | +36.9% | +189.9% | -153.0% | +25.1% |
| All | +127.9% | +203.3% | -75.3% | +96.5% |
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