+12.2%
PCAR vs EFX
-7.5%
+19.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.7% | +3.7% |
| 7D | +3.7% | +9.2% | -5.5% | +2.5% |
| 30D | -2.9% | +34.8% | -37.7% | -6.5% |
| 3M | -21.7% | +8.8% | -30.5% | -22.9% |
| 6M | -6.6% | +12.3% | -18.9% | -8.3% |
| YTD | -2.2% | -10.6% | +8.4% | -0.4% |
| 1Y | +12.2% | -6.7% | +19.0% | +10.5% |
| All | +12.2% | -7.5% | +19.8% | +10.5% |
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