+140.8%
IEMG vs PFG
+251.1%
-110.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +0.9% |
| 7D | -1.3% | -0.4% | -0.9% | -1.2% |
| 30D | +1.9% | +2.9% | -1.0% | +0.8% |
| 3M | +1.4% | +6.7% | -5.3% | -1.2% |
| 6M | +15.2% | +33.8% | -18.6% | +3.9% |
| YTD | +23.8% | +35.0% | -11.1% | +11.2% |
| 1Y | +30.7% | +46.4% | -15.8% | +13.9% |
| 3Y | +83.3% | +71.7% | +11.6% | +48.9% |
| 5Y | +48.8% | +113.7% | -64.9% | +9.9% |
| All | +140.8% | +251.1% | -110.3% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling