+1,460.3%
EME vs PFGC
+485.1%
+975.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +8.4% | +3.4% | +5.0% | +7.4% |
| 30D | -11.5% | +16.9% | -28.4% | -16.1% |
| 3M | -20.6% | +6.4% | -27.0% | -22.7% |
| 6M | -28.5% | +16.0% | -44.5% | -32.6% |
| YTD | +8.0% | +23.6% | -15.6% | -0.9% |
| 1Y | +6.8% | +16.6% | -9.8% | -0.4% |
| 3Y | +213.9% | +82.3% | +131.6% | +154.0% |
| 5Y | +414.8% | +138.7% | +276.1% | +273.9% |
| 10Y | +916.9% | +352.8% | +564.1% | +506.0% |
| All | +1,460.3% | +485.1% | +975.2% | +810.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling