+128.7%
PM vs EFX
-36.4%
+165.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.7% |
| 7D | -1.2% | -9.4% | +8.2% | -0.2% |
| 30D | -0.2% | -6.9% | +6.7% | +0.5% |
| 3M | +4.9% | +0.1% | +4.8% | +4.9% |
| 6M | +9.0% | -17.3% | +26.4% | +10.7% |
| YTD | +17.8% | -21.8% | +39.6% | +20.0% |
| 1Y | +16.8% | -32.5% | +49.3% | +20.6% |
| 3Y | +125.4% | -12.3% | +137.8% | +124.1% |
| 5Y | +128.7% | -36.6% | +165.3% | +124.9% |
| All | +128.7% | -36.4% | +165.1% | +124.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling