-22.2%
PFE vs EFX
-35.1%
+12.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.7% | -1.8% |
| 7D | -2.7% | -7.8% | +5.2% | -1.3% |
| 30D | +3.8% | -5.7% | +9.6% | +4.9% |
| 3M | +10.4% | +2.5% | +7.9% | +9.5% |
| 6M | +6.3% | -16.7% | +22.9% | +9.2% |
| YTD | +17.4% | -20.2% | +37.6% | +21.1% |
| 1Y | +21.1% | -31.4% | +52.5% | +28.3% |
| 3Y | -1.6% | -10.5% | +8.9% | -1.8% |
| 5Y | -22.2% | -35.2% | +13.1% | -25.5% |
| All | -22.2% | -35.1% | +12.9% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling