+20.4%
PFE vs EFX
-31.3%
+51.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.7% | -1.8% |
| 7D | -2.7% | -7.8% | +5.2% | -1.4% |
| 30D | +3.8% | -5.7% | +9.6% | +4.7% |
| 3M | +10.4% | +2.5% | +7.9% | +9.6% |
| 6M | +6.3% | -16.7% | +22.9% | +9.1% |
| YTD | +17.4% | -20.2% | +37.6% | +20.9% |
| All | +20.4% | -31.3% | +51.7% | +26.8% |
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