+1,104.9%
EMR vs PFG
+1,015.3%
+89.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +2.3% |
| 7D | -1.5% | +5.5% | -7.0% | -3.6% |
| 30D | -5.6% | +2.4% | -8.0% | -6.6% |
| 3M | +7.9% | +13.6% | -5.6% | +2.5% |
| 6M | +6.0% | +27.9% | -21.9% | -3.7% |
| YTD | +16.4% | +35.6% | -19.1% | +3.5% |
| 1Y | +16.6% | +48.5% | -31.8% | +0.1% |
| 3Y | +62.9% | +66.9% | -4.0% | +33.7% |
| 5Y | +60.1% | +111.0% | -50.9% | +19.3% |
| 10Y | +268.8% | +244.5% | +24.3% | +126.2% |
| All | +1,104.9% | +1,015.3% | +89.6% | +307.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling