+7.5%
EMB vs PFGC
+138.1%
-130.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -0.9% | +3.4% | -4.3% | -1.3% |
| 30D | +0.4% | +16.9% | -16.6% | -1.4% |
| 3M | -3.1% | +6.4% | -9.5% | -3.9% |
| 6M | -2.1% | +16.0% | -18.1% | -3.8% |
| YTD | -1.1% | +23.6% | -24.7% | -3.8% |
| 1Y | -0.1% | +16.6% | -16.7% | -2.2% |
| 3Y | +29.6% | +82.3% | -52.7% | +19.4% |
| All | +7.5% | +138.1% | -130.6% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling