-15.2%
EFX vs PCOR
-10.3%
-4.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | +2.7% | +22.7% | -20.0% | -4.2% |
| 30D | +33.1% | +37.5% | -4.4% | +20.0% |
| 3M | +8.2% | +35.2% | -27.0% | -2.2% |
| 6M | +10.2% | +42.2% | -32.1% | -2.6% |
| YTD | -11.8% | +3.6% | -15.4% | -15.4% |
| 1Y | -6.1% | -4.8% | -1.3% | -7.8% |
| 3Y | +7.5% | +48.3% | -40.9% | -10.2% |
| 5Y | -30.7% | -20.1% | -10.6% | -39.7% |
| All | -15.2% | -10.3% | -4.9% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling