+3,899.5%
PG vs EFX
+6,078.9%
-2,179.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | 0.0% | -1.6% |
| 7D | -3.4% | -9.4% | +6.0% | -1.7% |
| 30D | -2.6% | -6.9% | +4.3% | -1.4% |
| 3M | -3.3% | +0.1% | -3.5% | -3.7% |
| 6M | -6.7% | -17.3% | +10.6% | -4.1% |
| YTD | +1.7% | -21.8% | +23.6% | +5.2% |
| 1Y | -7.9% | -32.5% | +24.6% | -2.3% |
| 3Y | +0.9% | -12.3% | +13.3% | -0.2% |
| 5Y | +12.6% | -36.6% | +49.3% | +16.3% |
| 10Y | +117.2% | +41.0% | +76.2% | +87.1% |
| All | +3,899.5% | +6,078.9% | -2,179.4% | +1,713.6% |
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