+159.5%
PM vs EFX
-31.8%
+191.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.3% |
| 7D | -7.3% | -2.2% | -5.1% | -7.1% |
| 30D | -4.0% | +29.2% | -33.2% | -6.5% |
| 3M | +2.7% | +3.5% | -0.7% | +2.3% |
| 6M | +14.9% | +7.8% | +7.1% | +13.7% |
| YTD | +23.5% | -12.4% | +35.9% | +24.4% |
| 1Y | +30.4% | -8.2% | +38.6% | +30.6% |
| 3Y | +143.2% | +4.7% | +138.5% | +137.9% |
| 5Y | +159.5% | -32.0% | +191.5% | +147.6% |
| All | +159.5% | -31.8% | +191.2% | +147.6% |
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