+277.4%
EMR vs PFG
+239.8%
+37.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.7% |
| 7D | +0.9% | +3.2% | -2.3% | -1.2% |
| 30D | -5.0% | +0.9% | -5.9% | -5.7% |
| 3M | +5.9% | +7.7% | -1.8% | +0.6% |
| 6M | +7.3% | +29.0% | -21.6% | -8.5% |
| YTD | +14.6% | +32.5% | -17.9% | -3.9% |
| 1Y | +15.6% | +47.3% | -31.7% | -9.0% |
| 3Y | +60.2% | +68.2% | -8.1% | +15.4% |
| 5Y | +65.8% | +108.5% | -42.6% | +1.8% |
| 10Y | +277.4% | +241.4% | +36.0% | +51.3% |
| All | +277.4% | +239.8% | +37.6% | +51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling