+211.8%
PM vs EFX
+38.5%
+173.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.9% |
| 7D | -1.2% | -9.4% | +8.2% | +0.6% |
| 30D | -0.2% | -6.9% | +6.7% | +1.1% |
| 3M | +4.9% | +0.1% | +4.8% | +4.6% |
| 6M | +9.0% | -17.3% | +26.4% | +12.3% |
| YTD | +17.8% | -21.8% | +39.6% | +22.2% |
| 1Y | +16.8% | -32.5% | +49.3% | +24.5% |
| 3Y | +125.4% | -12.3% | +137.8% | +121.0% |
| 5Y | +128.7% | -36.6% | +165.3% | +137.3% |
| 10Y | +211.8% | +41.0% | +170.8% | +144.8% |
| All | +211.8% | +38.5% | +173.3% | +144.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling