-20.8%
EFX vs PCOR
-30.9%
+10.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.3% | -2.1% | -5.0% |
| 7D | -8.6% | -9.0% | +0.3% | -5.9% |
| 30D | +0.1% | +4.2% | -4.1% | -1.1% |
| 3M | +3.8% | +14.4% | -10.6% | -0.9% |
| 6M | -13.5% | +0.2% | -13.7% | -14.9% |
| YTD | -17.7% | -20.3% | +2.6% | -13.7% |
| 1Y | -25.6% | -16.1% | -9.4% | -23.7% |
| 3Y | -12.1% | -14.7% | +2.6% | -13.7% |
| 5Y | -33.8% | -43.2% | +9.3% | -37.2% |
| All | -20.8% | -30.9% | +10.1% | -25.6% |
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