+48.3%
IEMG vs PFGC
+110.3%
-62.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -1.3% | -4.8% | +3.5% | -0.2% |
| 30D | +1.9% | -12.5% | +14.5% | +4.9% |
| 3M | +1.4% | -9.7% | +11.1% | +3.3% |
| 6M | +15.2% | +7.0% | +8.2% | +12.5% |
| YTD | +23.8% | +4.5% | +19.4% | +21.2% |
| 1Y | +30.7% | -11.6% | +42.2% | +32.8% |
| 3Y | +83.3% | +58.5% | +24.8% | +59.0% |
| All | +48.3% | +110.3% | -62.0% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling