-16.5%
EFX vs PCOR
-8.1%
-8.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -3.6% | +2.2% | -5.8% | -4.3% |
| 30D | +25.3% | +37.4% | -12.2% | +12.9% |
| 3M | +3.8% | +33.2% | -29.4% | -5.7% |
| 6M | +12.7% | +60.6% | -47.9% | -3.9% |
| YTD | -13.1% | +6.2% | -19.3% | -17.3% |
| 1Y | -9.3% | -1.1% | -8.3% | -12.0% |
| 3Y | +3.5% | +48.4% | -44.9% | -13.5% |
| 5Y | -30.6% | -13.1% | -17.5% | -40.4% |
| All | -16.5% | -8.1% | -8.4% | -28.7% |
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