+241.5%
EME vs PFGC
+61.7%
+179.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.1% |
| 7D | +2.7% | -3.7% | +6.4% | +3.8% |
| 30D | -6.8% | -16.0% | +9.2% | -2.3% |
| 3M | -8.8% | -4.1% | -4.7% | -9.1% |
| 6M | +5.0% | +8.7% | -3.7% | -0.4% |
| YTD | +23.5% | +6.4% | +17.1% | +17.4% |
| 1Y | +21.3% | -8.4% | +29.7% | +22.4% |
| All | +241.5% | +61.7% | +179.8% | +174.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling