+124.3%
PM vs EFX
-12.5%
+136.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.5% |
| 7D | -1.3% | -7.8% | +6.5% | -0.4% |
| 30D | -2.6% | -5.7% | +3.2% | -1.9% |
| 3M | +5.8% | +2.5% | +3.3% | +5.6% |
| 6M | +10.6% | -16.7% | +27.2% | +12.3% |
| YTD | +17.2% | -20.2% | +37.3% | +19.4% |
| 1Y | +17.6% | -31.4% | +49.0% | +21.7% |
| 3Y | +124.3% | -10.5% | +134.8% | +122.5% |
| All | +124.3% | -12.5% | +136.7% | +122.5% |
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