-12.5%
EFX vs PNR
-14.5%
+1.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.7% |
| 7D | -4.5% | -6.0% | +1.5% | -1.2% |
| 30D | -6.1% | -14.0% | +7.9% | +1.9% |
| 3M | +6.2% | -21.7% | +27.9% | +19.4% |
| 6M | -11.2% | -37.3% | +26.1% | +13.2% |
| YTD | -21.4% | -45.1% | +23.7% | +9.2% |
| 1Y | -34.3% | -49.1% | +14.8% | -4.2% |
| 3Y | -12.5% | -14.8% | +2.3% | -15.0% |
| All | -12.5% | -14.5% | +1.9% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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