+8,433.8%
EME vs PFG
+1,015.3%
+7,418.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +2.4% |
| 7D | +1.9% | +5.5% | -3.6% | -0.7% |
| 30D | -8.3% | +2.4% | -10.6% | -9.4% |
| 3M | -10.7% | +13.6% | -24.3% | -16.2% |
| 6M | +1.9% | +27.9% | -26.0% | -9.3% |
| YTD | +23.5% | +35.6% | -12.1% | +6.6% |
| 1Y | +18.0% | +48.5% | -30.5% | -2.4% |
| 3Y | +236.1% | +66.9% | +169.2% | +161.6% |
| 5Y | +527.9% | +111.0% | +416.9% | +333.3% |
| 10Y | +1,252.8% | +244.5% | +1,008.3% | +627.2% |
| All | +8,433.8% | +1,015.3% | +7,418.5% | +2,643.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling