+6,127.5%
EFX vs PNR
+3,485.2%
+2,642.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.4% |
| 7D | -9.4% | -3.9% | -5.5% | -8.1% |
| 30D | -6.9% | -13.8% | +6.9% | -1.9% |
| 3M | +0.1% | -22.5% | +22.7% | +8.7% |
| 6M | -17.3% | -37.2% | +19.8% | -3.8% |
| YTD | -21.8% | -44.2% | +22.4% | -5.2% |
| 1Y | -32.5% | -46.6% | +14.1% | -16.9% |
| 3Y | -12.3% | -12.5% | +0.2% | -9.0% |
| 5Y | -36.6% | -19.3% | -17.3% | -32.8% |
| 10Y | +41.0% | +67.5% | -26.4% | +14.9% |
| All | +6,127.5% | +3,485.2% | +2,642.4% | +2,240.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling