+15,068.3%
PCAR vs EFX
+6,408.3%
+8,660.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.5% | +2.6% |
| 7D | -0.5% | -8.6% | +8.1% | +2.9% |
| 30D | -6.2% | +0.1% | -6.3% | -6.6% |
| 3M | +5.9% | +3.8% | +2.1% | +3.0% |
| 6M | +0.4% | -13.5% | +13.9% | +4.3% |
| YTD | +14.8% | -17.7% | +32.5% | +20.3% |
| 1Y | +30.1% | -25.6% | +55.7% | +41.3% |
| 3Y | +66.7% | -12.1% | +78.7% | +63.0% |
| 5Y | +166.1% | -33.8% | +199.9% | +181.7% |
| 10Y | +353.7% | +45.1% | +308.5% | +219.6% |
| All | +15,068.3% | +6,408.3% | +8,660.1% | +3,333.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling