+12,784.0%
PCAR vs EFX
+6,819.2%
+5,964.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +3.8% | +0.3% | +3.5% | +3.7% |
| 30D | -2.0% | +29.1% | -31.1% | -11.7% |
| 3M | -19.1% | +4.3% | -23.4% | -21.2% |
| 6M | -6.8% | +7.7% | -14.5% | -11.4% |
| YTD | -2.5% | -12.5% | +10.0% | -0.9% |
| 1Y | +9.7% | -8.8% | +18.5% | +9.6% |
| 3Y | +34.0% | +4.3% | +29.6% | +22.0% |
| 5Y | +113.3% | -29.4% | +142.7% | +119.4% |
| 10Y | +278.2% | +78.1% | +200.1% | +143.6% |
| All | +12,784.0% | +6,819.2% | +5,964.8% | +2,729.3% |
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 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