+3,439.0%
PFE vs EFX
+6,819.2%
-3,380.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | +5.3% | +29.1% | -23.8% | -1.1% |
| 3M | +10.1% | +4.3% | +5.9% | +8.5% |
| 6M | +18.0% | +7.7% | +10.3% | +14.7% |
| YTD | +25.8% | -12.5% | +38.3% | +27.6% |
| 1Y | +28.4% | -8.8% | +37.3% | +29.0% |
| 3Y | +20.9% | +4.3% | +16.6% | +14.9% |
| 5Y | -21.5% | -29.4% | +7.9% | -19.9% |
| 10Y | +46.2% | +78.1% | -31.9% | +13.6% |
| All | +3,439.0% | +6,819.2% | -3,380.2% | +1,225.8% |
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 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