+542.7%
PBR vs EFX
-36.2%
+578.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | +5.4% | -4.5% | +9.9% | +5.7% |
| 30D | +22.9% | -6.1% | +29.0% | +23.4% |
| 3M | +19.6% | +6.2% | +13.4% | +18.4% |
| 6M | +16.5% | -11.2% | +27.7% | +17.2% |
| YTD | +86.7% | -21.4% | +108.1% | +90.0% |
| 1Y | +74.7% | -34.3% | +109.0% | +81.8% |
| 3Y | +102.6% | -12.5% | +115.1% | +101.4% |
| All | +542.7% | -36.2% | +578.8% | +655.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling