+91.9%
EMR vs PFG
+101.8%
-9.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.0% | +0.4% | +2.1% |
| 7D | +2.1% | +2.3% | -0.1% | +0.9% |
| 30D | +4.8% | +7.6% | -2.8% | +0.5% |
| 3M | +7.5% | +2.5% | +4.9% | +5.6% |
| 6M | +20.9% | +16.6% | +4.2% | +9.5% |
| YTD | +29.2% | +34.1% | -4.9% | +7.9% |
| 1Y | +33.0% | +44.1% | -11.1% | +6.5% |
| 3Y | +109.8% | +86.3% | +23.5% | +45.5% |
| 5Y | +91.9% | +101.6% | -9.6% | +23.0% |
| All | +91.9% | +101.8% | -9.9% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling