+50.7%
EMB vs PFGC
+419.1%
-368.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | 0.0% | -2.2% | +2.2% | +0.2% |
| 30D | -0.3% | -11.9% | +11.6% | +0.7% |
| 3M | -0.4% | +5.0% | -5.4% | -0.9% |
| 6M | +0.1% | +8.6% | -8.5% | -0.7% |
| YTD | +1.6% | +9.7% | -8.1% | +0.5% |
| 1Y | +5.6% | -6.3% | +11.9% | +5.8% |
| 3Y | +29.8% | +58.2% | -28.4% | +24.1% |
| 5Y | +7.3% | +110.4% | -103.2% | -0.7% |
| 10Y | +30.4% | +272.8% | -242.3% | +12.2% |
| All | +50.7% | +419.1% | -368.4% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling