+48.5%
PFE vs EFX
+79.2%
-30.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -2.1% | -3.6% | +1.5% | -1.3% |
| 30D | +3.1% | +25.3% | -22.2% | -1.9% |
| 3M | +11.2% | +3.8% | +7.4% | +9.9% |
| 6M | +15.0% | +12.7% | +2.3% | +11.2% |
| YTD | +23.5% | -13.1% | +36.7% | +25.5% |
| 1Y | +18.9% | -9.3% | +28.2% | +19.6% |
| 3Y | +18.7% | +3.5% | +15.2% | +13.6% |
| 5Y | -24.0% | -30.6% | +6.6% | -22.2% |
| All | +48.5% | +79.2% | -30.7% | +18.4% |
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