+263.6%
EMR vs PFGC
+294.6%
-31.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.9% |
| 7D | -1.2% | -4.8% | +3.6% | +0.2% |
| 30D | -9.4% | -17.2% | +7.8% | -4.5% |
| 3M | +8.6% | -6.3% | +14.9% | +10.3% |
| 6M | +6.7% | +8.8% | -2.1% | +3.7% |
| YTD | +13.1% | +4.9% | +8.1% | +10.4% |
| 1Y | +12.7% | -9.5% | +22.2% | +14.7% |
| 3Y | +58.1% | +59.6% | -1.5% | +36.0% |
| 5Y | +63.6% | +113.5% | -49.9% | +26.6% |
| All | +263.6% | +294.6% | -31.0% | +138.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling