+280.4%
EMR vs PFGC
+351.0%
-70.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +2.8% | +3.4% | -0.6% | +1.9% |
| 30D | +3.7% | +16.9% | -13.3% | -1.2% |
| 3M | +2.0% | +6.4% | -4.4% | -0.2% |
| 6M | +22.1% | +16.0% | +6.1% | +16.0% |
| YTD | +27.2% | +23.6% | +3.6% | +18.0% |
| 1Y | +32.0% | +16.6% | +15.4% | +24.5% |
| 3Y | +103.3% | +82.3% | +21.0% | +67.7% |
| 5Y | +88.2% | +138.7% | -50.5% | +40.7% |
| All | +280.4% | +351.0% | -70.6% | +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