-31.3%
EFX vs PCOR
-19.6%
-11.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | +2.7% | +22.7% | -20.0% | -4.7% |
| 30D | +33.1% | +37.5% | -4.4% | +19.1% |
| 3M | +8.2% | +35.2% | -27.0% | -2.9% |
| 6M | +10.2% | +42.2% | -32.1% | -3.4% |
| YTD | -11.8% | +3.6% | -15.4% | -15.6% |
| 1Y | -6.1% | -4.8% | -1.3% | -7.9% |
| 3Y | +7.5% | +48.3% | -40.9% | -11.9% |
| All | -31.3% | -19.6% | -11.6% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling