-25.6%
EFX vs PPG
+5.2%
-30.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.6% | -8.0% | -6.9% |
| 7D | -8.6% | -1.5% | -7.2% | -8.2% |
| 30D | +0.1% | -5.0% | +5.1% | +1.8% |
| 3M | +3.8% | +1.1% | +2.7% | +3.6% |
| 6M | -13.5% | -3.2% | -10.3% | -12.9% |
| YTD | -17.7% | +11.9% | -29.5% | -23.9% |
| 1Y | -25.6% | +5.3% | -30.9% | -28.4% |
| All | -25.6% | +5.2% | -30.8% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling