+49.9%
IEMG vs PCG
+55.2%
-5.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.7% | +0.2% |
| 7D | +1.6% | +6.5% | -4.8% | +0.5% |
| 30D | +4.6% | -16.7% | +21.4% | +7.4% |
| 3M | +4.8% | -14.2% | +19.0% | +6.7% |
| 6M | +16.8% | -21.5% | +38.3% | +21.1% |
| YTD | +24.8% | -11.2% | +36.0% | +25.8% |
| 1Y | +34.3% | -4.2% | +38.5% | +32.8% |
| 3Y | +87.0% | -14.9% | +101.8% | +87.0% |
| 5Y | +49.9% | +54.2% | -4.3% | +24.4% |
| All | +49.9% | +55.2% | -5.3% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling