-8.8%
EFX vs PCOR
-4.3%
-4.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.3% |
| 7D | -2.2% | +22.2% | -24.4% | -10.3% |
| 30D | +29.2% | +36.0% | -6.8% | +13.4% |
| 3M | +3.5% | +34.0% | -30.5% | -8.8% |
| 6M | +7.8% | +43.5% | -35.7% | -9.3% |
| YTD | -12.4% | +5.1% | -17.5% | -20.2% |
| All | -8.8% | -4.3% | -4.5% | -15.3% |
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 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