+13.9%
IEMG vs PCG
-14.1%
+28.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.9% |
| 7D | -3.1% | +1.9% | -5.0% | -3.1% |
| 30D | -10.3% | +8.5% | -18.8% | -10.5% |
| 3M | -6.6% | -22.9% | +16.3% | -6.4% |
| 6M | -3.9% | -16.8% | +12.9% | -4.3% |
| YTD | +12.4% | -15.8% | +28.2% | +15.5% |
| 1Y | +13.9% | -16.0% | +29.9% | +18.0% |
| All | +13.9% | -14.1% | +28.0% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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