+3,280.0%
PFE vs EFX
+6,408.3%
-3,128.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.1% | +0.3% |
| 7D | +1.8% | -8.6% | +10.4% | +3.9% |
| 30D | +10.2% | +0.1% | +10.1% | +10.1% |
| 3M | +12.7% | +3.8% | +8.8% | +11.1% |
| 6M | +10.5% | -13.5% | +24.1% | +13.4% |
| YTD | +20.2% | -17.7% | +37.8% | +24.1% |
| 1Y | +24.1% | -25.6% | +49.6% | +31.0% |
| 3Y | -3.6% | -12.1% | +8.5% | -4.3% |
| 5Y | -20.9% | -33.8% | +12.9% | -17.9% |
| 10Y | +35.8% | +45.1% | -9.3% | +11.1% |
| All | +3,280.0% | +6,408.3% | -3,128.3% | +1,189.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling