+215.5%
PG vs IEMG
+140.6%
+74.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.3% |
| 7D | -0.8% | -1.3% | +0.5% | -0.4% |
| 30D | +0.8% | +1.9% | -1.1% | +0.2% |
| 3M | -1.3% | +1.4% | -2.8% | -2.2% |
| 6M | -3.8% | +15.2% | -19.0% | -8.8% |
| YTD | +3.6% | +23.8% | -20.2% | -4.1% |
| 1Y | -5.7% | +30.7% | -36.4% | -14.4% |
| 3Y | +1.6% | +83.3% | -81.7% | -18.3% |
| 5Y | +14.6% | +48.8% | -34.2% | -1.7% |
| 10Y | +121.2% | +142.8% | -21.6% | +50.9% |
| All | +215.5% | +140.6% | +74.9% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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