+69.6%
PBR vs EFX
-25.2%
+94.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.4% | +4.5% | -2.4% |
| 7D | +8.6% | -8.6% | +17.2% | +7.9% |
| 30D | +12.8% | +0.1% | +12.7% | +12.9% |
| 3M | +14.7% | +3.8% | +10.8% | +15.2% |
| 6M | +25.2% | -13.5% | +38.7% | +25.0% |
| YTD | +77.1% | -17.7% | +94.8% | +77.3% |
| 1Y | +69.6% | -25.6% | +95.1% | +69.5% |
| All | +69.6% | -25.2% | +94.8% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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