+29.7%
EMB vs PFGC
+294.6%
-264.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | -1.1% | -4.8% | +3.7% | -0.7% |
| 30D | -1.1% | -17.2% | +16.1% | +0.4% |
| 3M | -0.8% | -6.3% | +5.6% | -0.3% |
| 6M | -0.1% | +8.8% | -8.9% | -0.9% |
| YTD | +0.4% | +4.9% | -4.5% | -0.2% |
| 1Y | +3.3% | -9.5% | +12.8% | +3.8% |
| 3Y | +29.0% | +59.6% | -30.6% | +23.1% |
| 5Y | +6.3% | +113.5% | -107.2% | -1.8% |
| All | +29.7% | +294.6% | -264.9% | +12.1% |
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