+662.0%
PBR vs EFX
+42.6%
+619.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +5.4% | -4.5% | +9.9% | +6.6% |
| 30D | +22.9% | -6.1% | +29.0% | +24.6% |
| 3M | +19.6% | +6.2% | +13.4% | +16.1% |
| 6M | +16.5% | -11.2% | +27.7% | +18.4% |
| YTD | +86.7% | -21.4% | +108.1% | +95.1% |
| 1Y | +74.7% | -34.3% | +109.0% | +93.0% |
| 3Y | +102.6% | -12.5% | +115.1% | +93.5% |
| 5Y | +566.6% | -35.6% | +602.2% | +604.7% |
| All | +662.0% | +42.6% | +619.5% | +473.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling