+23,646.7%
PH vs EFX
+6,765.9%
+16,880.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.2% |
| 7D | +7.4% | -3.6% | +11.0% | +8.8% |
| 30D | +0.5% | +25.3% | -24.8% | -8.8% |
| 3M | -10.2% | +3.8% | -14.0% | -12.9% |
| 6M | +8.9% | +12.7% | -3.8% | +0.8% |
| YTD | +9.7% | -13.1% | +22.8% | +10.6% |
| 1Y | +12.8% | -9.3% | +22.2% | +11.9% |
| 3Y | +134.6% | +3.5% | +131.1% | +114.1% |
| 5Y | +204.5% | -30.6% | +235.2% | +218.9% |
| 10Y | +697.5% | +80.2% | +617.4% | +456.2% |
| All | +23,646.7% | +6,765.9% | +16,880.8% | +6,211.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling