+557.6%
PL vs EFX
+4.3%
+553.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +5.6% | +0.3% | +5.4% | +5.3% |
| 30D | -16.9% | +29.1% | -46.1% | -24.9% |
| 3M | -38.2% | +4.3% | -42.5% | -39.9% |
| 6M | -63.4% | +7.7% | -71.2% | -65.7% |
| YTD | -27.6% | -12.5% | -15.2% | -25.0% |
| 1Y | +6.6% | -8.8% | +15.4% | +7.4% |
| 3Y | +557.6% | +4.3% | +553.3% | +433.8% |
| All | +557.6% | +4.3% | +553.3% | +433.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling