+131.7%
EMB vs PFG
+208.6%
-76.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.1% |
| 7D | 0.0% | +5.5% | -5.5% | -0.4% |
| 30D | -0.3% | +2.4% | -2.7% | -0.5% |
| 3M | -0.4% | +13.6% | -14.0% | -1.3% |
| 6M | +0.1% | +27.9% | -27.8% | -1.5% |
| YTD | +1.6% | +35.6% | -34.0% | -0.4% |
| 1Y | +5.6% | +48.5% | -42.9% | +2.9% |
| 3Y | +29.8% | +66.9% | -37.0% | +25.2% |
| 5Y | +7.3% | +111.0% | -103.7% | +1.7% |
| 10Y | +30.4% | +244.5% | -214.1% | +18.4% |
| All | +131.7% | +208.6% | -76.8% | +99.6% |
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