+145.4%
IEMG vs PCG
-58.7%
+204.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.8% | +1.5% |
| 7D | +2.2% | -13.9% | +16.1% | +3.2% |
| 30D | +4.6% | -16.9% | +21.5% | +5.8% |
| 3M | +0.4% | -14.7% | +15.1% | +1.3% |
| 6M | +16.4% | -23.8% | +40.2% | +18.4% |
| YTD | +25.4% | -10.5% | +35.9% | +26.0% |
| 1Y | +38.3% | -5.1% | +43.4% | +38.1% |
| 3Y | +84.1% | -11.6% | +95.7% | +84.3% |
| 5Y | +49.0% | +59.0% | -10.0% | +42.6% |
| 10Y | +141.8% | -75.7% | +217.6% | +172.7% |
| All | +145.4% | -58.7% | +204.1% | +125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling