-21.5%
PFE vs EFX
-31.2%
+9.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.2% |
| 7D | -3.7% | +2.7% | -6.4% | -4.2% |
| 30D | +5.0% | +33.1% | -28.1% | -0.5% |
| 3M | +12.2% | +8.2% | +4.0% | +10.3% |
| 6M | +14.6% | +10.2% | +4.4% | +11.8% |
| YTD | +24.1% | -11.8% | +36.0% | +25.6% |
| 1Y | +26.6% | -6.1% | +32.7% | +26.5% |
| 3Y | +14.3% | +7.5% | +6.8% | +10.1% |
| All | -21.5% | -31.2% | +9.8% | -27.5% |
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