+213.6%
PH vs EFX
-31.6%
+245.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +2.1% | +0.3% | +1.9% | +2.0% |
| 30D | +0.3% | +29.1% | -28.8% | -8.2% |
| 3M | -8.8% | +4.3% | -13.1% | -10.9% |
| 6M | +10.0% | +7.7% | +2.3% | +5.1% |
| YTD | +10.5% | -12.5% | +22.9% | +12.8% |
| 1Y | +15.5% | -8.8% | +24.4% | +15.9% |
| 3Y | +136.4% | +4.3% | +132.0% | +112.4% |
| 5Y | +213.6% | -29.4% | +243.0% | +229.6% |
| All | +213.6% | -31.6% | +245.2% | +229.6% |
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