+836.5%
PM vs EFX
+592.6%
+243.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -7.1% | -2.0% | -5.1% | -6.6% |
| 30D | -2.8% | +27.9% | -30.7% | -9.4% |
| 3M | +6.3% | +3.8% | +2.5% | +4.6% |
| 6M | +9.6% | +13.0% | -3.3% | +4.9% |
| YTD | +25.6% | -12.4% | +38.0% | +27.5% |
| 1Y | +29.7% | -10.4% | +40.0% | +30.7% |
| 3Y | +147.6% | +4.4% | +143.1% | +128.4% |
| 5Y | +160.1% | -28.9% | +189.0% | +162.3% |
| 10Y | +260.9% | +81.7% | +179.2% | +137.9% |
| All | +836.5% | +592.6% | +243.8% | +223.2% |
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