+140.8%
IEMG vs PFGC
+292.9%
-152.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -1.3% | -4.8% | +3.5% | -0.5% |
| 30D | +1.9% | -12.5% | +14.5% | +4.1% |
| 3M | +1.4% | -9.7% | +11.1% | +2.9% |
| 6M | +15.2% | +7.0% | +8.2% | +13.4% |
| YTD | +23.8% | +4.5% | +19.4% | +22.2% |
| 1Y | +30.7% | -11.6% | +42.2% | +32.4% |
| 3Y | +83.3% | +58.5% | +24.8% | +67.2% |
| 5Y | +48.8% | +112.6% | -63.8% | +27.7% |
| All | +140.8% | +292.9% | -152.1% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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