+88.0%
IEMG vs PCG
-10.8%
+98.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.6% | -0.3% |
| 7D | +2.8% | +5.4% | -2.6% | +2.1% |
| 30D | +4.6% | -15.1% | +19.8% | +6.3% |
| 3M | +5.5% | -9.8% | +15.3% | +6.1% |
| 6M | +19.7% | -18.0% | +37.7% | +22.3% |
| YTD | +25.5% | -7.2% | +32.8% | +25.6% |
| 1Y | +35.5% | +2.9% | +32.7% | +32.8% |
| 3Y | +88.0% | -11.1% | +99.1% | +84.1% |
| All | +88.0% | -10.8% | +98.7% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling