+62.9%
EMR vs PFGC
+110.5%
-47.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | +0.2% |
| 7D | +3.1% | -2.4% | +5.5% | +3.9% |
| 30D | -3.5% | -15.8% | +12.2% | +1.9% |
| 3M | +9.8% | -0.6% | +10.4% | +9.4% |
| 6M | +10.8% | +10.7% | +0.1% | +6.3% |
| YTD | +15.9% | +7.6% | +8.3% | +11.4% |
| 1Y | +16.4% | -7.8% | +24.3% | +18.0% |
| 3Y | +62.1% | +63.7% | -1.6% | +35.1% |
| 5Y | +62.9% | +112.3% | -49.3% | +22.9% |
| All | +62.9% | +110.5% | -47.6% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling