+180.1%
IEMG vs PFGC
+403.3%
-223.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | +1.6% | -3.7% | +5.3% | +2.2% |
| 30D | +4.6% | -16.0% | +20.6% | +7.6% |
| 3M | +4.8% | -4.1% | +9.0% | +5.3% |
| 6M | +16.8% | +8.7% | +8.1% | +14.8% |
| YTD | +24.8% | +6.4% | +18.5% | +22.8% |
| 1Y | +34.3% | -8.4% | +42.7% | +35.3% |
| 3Y | +87.0% | +61.8% | +25.2% | +69.9% |
| 5Y | +49.9% | +108.7% | -58.8% | +28.8% |
| 10Y | +144.8% | +298.1% | -153.3% | +84.4% |
| All | +180.1% | +403.3% | -223.3% | +98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling