+2.9%
PCG vs EFX
-30.2%
+33.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.1% | +6.7% | +4.0% |
| 7D | +5.4% | -7.8% | +13.2% | +6.3% |
| 30D | -15.1% | -5.7% | -9.4% | -14.6% |
| 3M | -9.8% | +2.5% | -12.3% | -10.2% |
| 6M | -18.0% | -16.7% | -1.3% | -16.7% |
| YTD | -7.2% | -20.2% | +12.9% | -5.5% |
| 1Y | +2.9% | -31.4% | +34.2% | +9.2% |
| All | +2.9% | -30.2% | +33.1% | +9.2% |
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