+763.1%
PM vs EFX
+550.9%
+212.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.4% | +4.4% | -0.2% |
| 7D | -4.9% | -8.6% | +3.8% | -2.6% |
| 30D | -3.4% | +0.1% | -3.5% | -3.5% |
| 3M | +5.2% | +3.8% | +1.3% | +3.7% |
| 6M | +3.7% | -13.5% | +17.2% | +6.7% |
| YTD | +15.8% | -17.7% | +33.4% | +20.1% |
| 1Y | +17.4% | -25.6% | +42.9% | +24.9% |
| 3Y | +116.9% | -12.1% | +129.0% | +111.3% |
| 5Y | +117.3% | -33.8% | +151.1% | +124.1% |
| 10Y | +193.8% | +45.1% | +148.6% | +111.8% |
| All | +763.1% | +550.9% | +212.3% | +204.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling