+28.0%
PCAR vs EFX
-32.8%
+60.8%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.3% |
| 7D | -0.2% | -9.4% | +9.2% | +0.8% |
| 30D | -6.9% | -6.9% | 0.0% | -6.2% |
| 3M | +2.1% | +0.1% | +2.0% | +2.0% |
| 6M | +1.6% | -17.3% | +18.9% | +3.8% |
| YTD | +12.2% | -21.8% | +34.1% | +16.3% |
| 1Y | +28.0% | -32.5% | +60.6% | +33.7% |
| All | +28.0% | -32.8% | +60.8% | +33.7% |
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