+23,761.0%
PH vs EFX
+6,408.3%
+17,352.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.2% | +2.3% |
| 7D | -3.1% | -8.6% | +5.6% | +0.3% |
| 30D | -3.2% | +0.1% | -3.4% | -3.7% |
| 3M | +10.6% | +3.8% | +6.7% | +7.3% |
| 6M | -2.1% | -13.5% | +11.4% | +1.1% |
| YTD | +10.2% | -17.7% | +27.9% | +14.9% |
| 1Y | +28.2% | -25.6% | +53.8% | +38.4% |
| 3Y | +134.9% | -12.1% | +147.0% | +131.3% |
| 5Y | +253.6% | -33.8% | +287.4% | +281.3% |
| 10Y | +804.7% | +45.1% | +759.6% | +591.7% |
| All | +23,761.0% | +6,408.3% | +17,352.8% | +6,456.2% |
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