-15.8%
EFX vs PCOR
-9.0%
-6.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.1% |
| 7D | -2.2% | +22.2% | -24.4% | -8.6% |
| 30D | +29.2% | +36.0% | -6.8% | +16.8% |
| 3M | +3.5% | +34.0% | -30.5% | -6.2% |
| 6M | +7.8% | +43.5% | -35.7% | -5.0% |
| YTD | -12.4% | +5.1% | -17.5% | -16.4% |
| 1Y | -8.2% | -3.9% | -4.3% | -10.2% |
| 3Y | +4.7% | +52.9% | -48.2% | -13.2% |
| 5Y | -32.0% | -18.7% | -13.4% | -41.2% |
| All | -15.8% | -9.0% | -6.8% | -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