+251.1%
PH vs EFX
-36.4%
+287.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | 0.0% |
| 7D | 0.0% | -9.4% | +9.4% | +3.2% |
| 30D | -10.3% | -6.9% | -3.4% | -8.4% |
| 3M | +5.1% | +0.1% | +4.9% | +3.5% |
| 6M | +2.3% | -17.3% | +19.6% | +7.7% |
| YTD | +8.7% | -21.8% | +30.5% | +15.9% |
| 1Y | +26.8% | -32.5% | +59.3% | +43.1% |
| 3Y | +139.2% | -12.3% | +151.5% | +130.5% |
| 5Y | +251.1% | -36.6% | +287.7% | +290.5% |
| All | +251.1% | -36.4% | +287.5% | +290.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling