+555.7%
EME vs PFG
+107.2%
+448.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.0% |
| 7D | +2.7% | +3.2% | -0.5% | +1.1% |
| 30D | -6.8% | +0.9% | -7.7% | -7.4% |
| 3M | -8.8% | +7.7% | -16.5% | -12.6% |
| 6M | +5.0% | +29.0% | -24.0% | -8.1% |
| YTD | +23.5% | +32.5% | -9.0% | +6.1% |
| 1Y | +21.3% | +47.3% | -26.0% | -1.7% |
| 3Y | +241.1% | +68.2% | +172.8% | +154.5% |
| All | +555.7% | +107.2% | +448.5% | +312.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling