+14.4%
PH vs EFX
-7.6%
+22.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +4.3% | -0.8% | +5.1% | +4.3% |
| 30D | +0.1% | +25.1% | -25.0% | +0.5% |
| 3M | -9.4% | +1.7% | -11.0% | -9.0% |
| 6M | +8.8% | +18.4% | -9.6% | +8.5% |
| YTD | +9.6% | -12.5% | +22.1% | +13.8% |
| 1Y | +14.4% | -8.1% | +22.5% | +15.0% |
| All | +14.4% | -7.6% | +22.1% | +15.0% |
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