+37.3%
PCAR vs EFX
+4.0%
+33.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.3% | +3.8% |
| 7D | +2.9% | -2.2% | +5.1% | +3.4% |
| 30D | -2.1% | +29.2% | -31.3% | -7.6% |
| 3M | -20.4% | +3.5% | -23.8% | -21.3% |
| 6M | -7.0% | +7.8% | -14.8% | -9.3% |
| YTD | -2.6% | -12.4% | +9.8% | -0.7% |
| 1Y | +9.8% | -8.2% | +18.0% | +10.5% |
| 3Y | +37.3% | +4.7% | +32.6% | +23.6% |
| All | +37.3% | +4.0% | +33.3% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling