+281.7%
EMR vs PFGC
+362.5%
-80.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +0.7% | +15.0% | -14.3% | -3.5% |
| 30D | +3.5% | +17.0% | -13.5% | -1.4% |
| 3M | +5.9% | -2.5% | +8.4% | +6.2% |
| 6M | +19.4% | +19.2% | +0.2% | +12.6% |
| YTD | +27.7% | +23.4% | +4.2% | +18.5% |
| 1Y | +30.9% | +13.9% | +17.1% | +24.3% |
| 3Y | +104.2% | +82.0% | +22.2% | +68.5% |
| 5Y | +89.6% | +128.7% | -39.1% | +43.4% |
| All | +281.7% | +362.5% | -80.8% | +138.4% |
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