+367.9%
PCAR vs EFX
+38.5%
+329.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.1% |
| 7D | -0.2% | -9.4% | +9.2% | +2.5% |
| 30D | -6.9% | -6.9% | 0.0% | -5.3% |
| 3M | +2.1% | +0.1% | +2.0% | +1.2% |
| 6M | +1.6% | -17.3% | +18.9% | +5.9% |
| YTD | +12.2% | -21.8% | +34.1% | +18.1% |
| 1Y | +28.0% | -32.5% | +60.6% | +40.5% |
| 3Y | +61.0% | -12.3% | +73.3% | +58.9% |
| 5Y | +163.9% | -36.6% | +200.5% | +180.7% |
| 10Y | +367.9% | +41.0% | +326.9% | +266.1% |
| All | +367.9% | +38.5% | +329.4% | +266.1% |
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