+81.1%
IEMG vs PFGC
+59.5%
+21.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.8% |
| 7D | -0.9% | -4.8% | +4.0% | 0.0% |
| 30D | +2.1% | -17.2% | +19.3% | +5.6% |
| 3M | +4.6% | -6.3% | +10.9% | +5.2% |
| 6M | +14.0% | +8.8% | +5.2% | +10.7% |
| YTD | +22.3% | +4.9% | +17.4% | +19.4% |
| 1Y | +30.7% | -9.5% | +40.2% | +31.3% |
| All | +81.1% | +59.5% | +21.5% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling