+797.8%
PH vs EFX
+42.6%
+755.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | -1.3% | -4.5% | +3.3% | +0.6% |
| 30D | -11.0% | -6.1% | -4.9% | -9.1% |
| 3M | +5.5% | +6.2% | -0.7% | +1.1% |
| 6M | +1.5% | -11.2% | +12.7% | +4.1% |
| YTD | +8.8% | -21.4% | +30.2% | +16.3% |
| 1Y | +24.5% | -34.3% | +58.8% | +43.8% |
| 3Y | +141.2% | -12.5% | +153.7% | +133.9% |
| 5Y | +256.3% | -35.6% | +291.9% | +288.8% |
| All | +797.8% | +42.6% | +755.3% | +558.1% |
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 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