+1,221.0%
EMR vs PFG
+1,008.7%
+212.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | +0.7% | +3.0% | -2.3% | -0.4% |
| 30D | +3.5% | +8.2% | -4.6% | +0.5% |
| 3M | +5.9% | +2.7% | +3.2% | +4.7% |
| 6M | +19.4% | +17.2% | +2.2% | +11.9% |
| YTD | +27.7% | +34.8% | -7.1% | +13.6% |
| 1Y | +30.9% | +43.6% | -12.6% | +13.8% |
| 3Y | +104.2% | +85.4% | +18.8% | +61.3% |
| 5Y | +89.6% | +102.2% | -12.6% | +43.5% |
| 10Y | +280.0% | +190.2% | +89.8% | +146.0% |
| All | +1,221.0% | +1,008.7% | +212.3% | +347.1% |
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