+140.8%
PH vs EFX
-12.5%
+153.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.1% |
| 7D | +0.4% | -7.8% | +8.2% | +2.3% |
| 30D | -10.8% | -5.7% | -5.1% | -9.7% |
| 3M | +8.5% | +2.5% | +5.9% | +6.6% |
| 6M | +3.9% | -16.7% | +20.6% | +8.6% |
| YTD | +9.4% | -20.2% | +29.6% | +15.4% |
| 1Y | +26.8% | -31.4% | +58.2% | +41.0% |
| 3Y | +140.8% | -10.5% | +151.3% | +124.1% |
| All | +140.8% | -12.5% | +153.3% | +124.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling