+19.3%
PH vs EFX
-7.5%
+26.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.1% | -3.6% |
| 7D | -0.2% | +9.2% | -9.4% | +0.2% |
| 30D | -6.7% | +34.8% | -41.5% | -6.3% |
| 3M | -8.1% | +8.8% | -17.0% | -7.6% |
| 6M | +5.3% | +12.3% | -7.0% | +6.1% |
| YTD | +4.2% | -10.6% | +14.8% | +8.1% |
| 1Y | +19.3% | -6.7% | +26.1% | +22.1% |
| All | +19.3% | -7.5% | +26.9% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling