+67.6%
PCAR vs EFX
-10.5%
+78.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.5% | +1.5% |
| 7D | -0.5% | -8.6% | +8.1% | +1.3% |
| 30D | -6.2% | +0.1% | -6.3% | -6.4% |
| 3M | +5.9% | +3.8% | +2.1% | +4.5% |
| 6M | +0.4% | -13.5% | +13.9% | +3.1% |
| YTD | +14.8% | -17.7% | +32.5% | +18.9% |
| 1Y | +30.1% | -25.6% | +55.7% | +37.9% |
| All | +67.6% | -10.5% | +78.1% | +72.3% |
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 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