-11.1%
EFX vs PCOR
-14.4%
+3.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.3% | -2.1% | -5.0% |
| 7D | -8.6% | -9.0% | +0.3% | -5.8% |
| 30D | +0.1% | +4.2% | -4.1% | -1.2% |
| 3M | +3.8% | +14.4% | -10.6% | -1.1% |
| 6M | -13.5% | +0.2% | -13.7% | -15.3% |
| YTD | -17.7% | -20.3% | +2.6% | -14.5% |
| 1Y | -25.6% | -16.1% | -9.4% | -24.3% |
| All | -11.1% | -14.4% | +3.3% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling