-15.8%
EFX vs PCOR
-9.2%
-6.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +0.3% | +20.7% | -20.5% | -6.0% |
| 30D | +29.1% | +35.7% | -6.6% | +16.8% |
| 3M | +4.3% | +31.1% | -26.8% | -4.8% |
| 6M | +7.7% | +43.1% | -35.4% | -5.0% |
| YTD | -12.5% | +4.8% | -17.3% | -16.4% |
| 1Y | -8.8% | -3.7% | -5.2% | -10.8% |
| 3Y | +4.3% | +46.5% | -42.2% | -12.5% |
| 5Y | -29.4% | -17.3% | -12.1% | -38.9% |
| All | -15.8% | -9.2% | -6.6% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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