+35.2%
PFE vs EFX
+38.5%
-3.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.0% | +0.4% |
| 7D | -4.3% | -9.4% | +5.1% | -2.3% |
| 30D | +2.7% | -6.9% | +9.6% | +4.1% |
| 3M | +10.0% | +0.1% | +9.9% | +9.5% |
| 6M | +7.2% | -17.3% | +24.5% | +10.7% |
| YTD | +17.3% | -21.8% | +39.2% | +22.1% |
| 1Y | +20.3% | -32.5% | +52.8% | +29.0% |
| 3Y | -1.6% | -12.3% | +10.7% | -2.2% |
| 5Y | -21.4% | -36.6% | +15.2% | -18.1% |
| 10Y | +35.2% | +41.0% | -5.8% | +13.1% |
| All | +35.2% | +38.5% | -3.3% | +13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling