-8.5%
EFX vs PCOR
-1.9%
-6.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.5% |
| 7D | -2.0% | +2.5% | -4.5% | -2.9% |
| 30D | +27.9% | +37.9% | -10.0% | +11.6% |
| 3M | +3.8% | +32.0% | -28.1% | -7.9% |
| 6M | +13.0% | +54.7% | -41.7% | -7.6% |
| YTD | -12.4% | +6.6% | -19.0% | -20.8% |
| All | -8.5% | -1.9% | -6.7% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling