+22.2%
EME vs PFG
+49.5%
-27.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.2% |
| 7D | +3.5% | -0.4% | +4.0% | +3.5% |
| 30D | -6.3% | +2.9% | -9.2% | -6.6% |
| 3M | -3.8% | +6.7% | -10.5% | -4.2% |
| 6M | +8.5% | +33.8% | -25.3% | +2.9% |
| YTD | +27.8% | +35.0% | -7.1% | +20.0% |
| 1Y | +22.2% | +46.4% | -24.2% | +13.5% |
| All | +22.2% | +49.5% | -27.2% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling