+32.8%
PM vs EFX
-7.6%
+40.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | +0.5% | -0.8% | +1.3% | +0.6% |
| 30D | -3.2% | +25.1% | -28.3% | -5.4% |
| 3M | +6.2% | +1.7% | +4.6% | +6.2% |
| 6M | +7.7% | +18.4% | -10.7% | +6.9% |
| YTD | +27.3% | -12.5% | +39.8% | +30.6% |
| 1Y | +32.8% | -8.1% | +40.9% | +33.3% |
| All | +32.8% | -7.6% | +40.4% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling