+36.9%
EMB vs PFGC
+363.4%
-326.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -0.4% | +1.5% | -1.9% | -0.5% |
| 30D | +1.5% | +17.4% | -15.9% | +0.1% |
| 3M | -1.6% | -2.4% | +0.8% | -1.5% |
| 6M | -1.5% | +18.2% | -19.7% | -3.0% |
| YTD | -0.1% | +23.7% | -23.7% | -2.2% |
| 1Y | +0.5% | +15.0% | -14.4% | -1.0% |
| 3Y | +30.2% | +82.3% | -52.1% | +22.8% |
| 5Y | +8.6% | +131.9% | -123.4% | -0.4% |
| 10Y | +36.9% | +353.0% | -316.1% | +17.5% |
| All | +36.9% | +363.4% | -326.5% | +17.5% |
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