+31.4%
EMR vs PFGC
+14.0%
+17.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +0.7% | +15.0% | -14.3% | -2.0% |
| 30D | +3.5% | +17.0% | -13.5% | +0.3% |
| 3M | +5.9% | -2.5% | +8.4% | +6.3% |
| 6M | +19.4% | +19.2% | +0.2% | +13.5% |
| YTD | +27.7% | +23.4% | +4.2% | +18.4% |
| All | +31.4% | +14.0% | +17.4% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling