+145.6%
IEMG vs PFG
+566.5%
-420.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.6% |
| 7D | +2.8% | +6.0% | -3.2% | +0.5% |
| 30D | +4.6% | +2.2% | +2.4% | +3.6% |
| 3M | +5.5% | +10.4% | -4.9% | +1.3% |
| 6M | +19.7% | +27.8% | -8.1% | +8.9% |
| YTD | +25.5% | +33.6% | -8.1% | +12.2% |
| 1Y | +35.5% | +49.3% | -13.8% | +16.0% |
| 3Y | +88.0% | +69.7% | +18.2% | +50.8% |
| 5Y | +50.6% | +111.3% | -60.8% | +8.7% |
| 10Y | +138.4% | +240.3% | -101.9% | +28.7% |
| All | +145.6% | +566.5% | -420.9% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling