+1,344.7%
EME vs PFG
+251.1%
+1,093.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +3.8% |
| 7D | +3.5% | -0.4% | +4.0% | +3.8% |
| 30D | -6.3% | +2.9% | -9.2% | -7.9% |
| 3M | -3.8% | +6.7% | -10.5% | -7.8% |
| 6M | +8.5% | +33.8% | -25.3% | -8.4% |
| YTD | +27.8% | +35.0% | -7.1% | +6.8% |
| 1Y | +22.2% | +46.4% | -24.2% | -2.8% |
| 3Y | +253.5% | +71.6% | +181.8% | +153.2% |
| 5Y | +578.6% | +113.7% | +465.0% | +316.2% |
| All | +1,344.7% | +251.1% | +1,093.6% | +488.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling