+1,632.9%
PBR vs EFX
+1,367.9%
+265.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.1% | +6.6% | +5.0% |
| 7D | +2.5% | -7.8% | +10.3% | +6.5% |
| 30D | +19.4% | -5.7% | +25.1% | +22.2% |
| 3M | +20.8% | +2.5% | +18.3% | +16.4% |
| 6M | +23.5% | -16.7% | +40.2% | +30.5% |
| YTD | +83.4% | -20.2% | +103.6% | +94.9% |
| 1Y | +77.6% | -31.4% | +108.9% | +102.7% |
| 3Y | +99.9% | -10.5% | +110.4% | +82.1% |
| 5Y | +567.7% | -35.2% | +602.9% | +579.5% |
| 10Y | +621.5% | +40.2% | +581.4% | +311.2% |
| All | +1,632.9% | +1,367.9% | +265.0% | +211.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling