+358.7%
EMR vs PFGC
+419.1%
-60.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +1.9% |
| 7D | -1.5% | -2.2% | +0.7% | -0.9% |
| 30D | -5.6% | -11.9% | +6.3% | -2.3% |
| 3M | +7.9% | +5.0% | +2.9% | +6.0% |
| 6M | +6.0% | +8.6% | -2.6% | +3.1% |
| YTD | +16.4% | +9.7% | +6.8% | +12.3% |
| 1Y | +16.6% | -6.3% | +22.9% | +17.5% |
| 3Y | +62.9% | +58.2% | +4.6% | +40.8% |
| 5Y | +60.1% | +110.4% | -50.3% | +24.9% |
| 10Y | +268.7% | +272.8% | -4.0% | +134.0% |
| All | +358.7% | +419.1% | -60.4% | +163.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling