+23,825.0%
PH vs EFX
+6,819.2%
+17,005.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +2.1% | +0.3% | +1.9% | +1.9% |
| 30D | +0.3% | +29.1% | -28.8% | -10.0% |
| 3M | -8.8% | +4.3% | -13.1% | -11.7% |
| 6M | +10.0% | +7.7% | +2.3% | +3.6% |
| YTD | +10.5% | -12.5% | +22.9% | +11.1% |
| 1Y | +15.5% | -8.8% | +24.4% | +14.3% |
| 3Y | +136.4% | +4.3% | +132.0% | +115.0% |
| 5Y | +213.6% | -29.4% | +243.0% | +226.1% |
| 10Y | +713.9% | +78.1% | +635.8% | +469.9% |
| All | +23,825.0% | +6,819.2% | +17,005.7% | +6,239.9% |
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