-15.9%
EFX vs PCOR
-7.6%
-8.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -0.8% | +3.0% | -3.8% | -1.7% |
| 30D | +25.1% | +38.7% | -13.6% | +12.4% |
| 3M | +1.7% | +24.9% | -23.2% | -5.8% |
| 6M | +18.4% | +68.8% | -50.4% | -0.6% |
| YTD | -12.5% | +6.7% | -19.2% | -16.9% |
| 1Y | -8.1% | +3.0% | -11.1% | -11.9% |
| 3Y | +4.8% | +48.6% | -43.8% | -12.5% |
| 5Y | -30.1% | -12.7% | -17.4% | -40.1% |
| All | -15.9% | -7.6% | -8.3% | -28.3% |
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