+116.1%
PG vs EFX
+42.6%
+73.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -0.8% | -4.5% | +3.7% | 0.0% |
| 30D | +0.8% | -6.1% | +6.9% | +1.9% |
| 3M | -1.3% | +6.2% | -7.5% | -2.7% |
| 6M | -3.8% | -11.2% | +7.4% | -2.3% |
| YTD | +3.6% | -21.4% | +25.0% | +7.1% |
| 1Y | -5.7% | -34.3% | +28.6% | +0.7% |
| 3Y | +1.6% | -12.5% | +14.1% | -0.3% |
| 5Y | +14.6% | -35.6% | +50.2% | +17.9% |
| All | +116.1% | +42.6% | +73.6% | +77.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling