+1,344.7%
EME vs PFGC
+292.9%
+1,051.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.8% | +4.5% |
| 7D | +3.5% | -4.8% | +8.3% | +5.0% |
| 30D | -6.3% | -12.5% | +6.2% | -2.6% |
| 3M | -3.8% | -9.7% | +6.0% | -1.4% |
| 6M | +8.5% | +7.0% | +1.5% | +5.1% |
| YTD | +27.8% | +4.5% | +23.3% | +24.2% |
| 1Y | +22.2% | -11.6% | +33.8% | +24.7% |
| 3Y | +253.5% | +58.5% | +195.0% | +198.8% |
| 5Y | +578.6% | +112.6% | +466.0% | +409.7% |
| All | +1,344.7% | +292.9% | +1,051.8% | +815.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling