+57.6%
PPL vs EFX
+38.5%
+19.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.5% | -1.0% |
| 7D | 0.0% | -9.4% | +9.4% | +2.4% |
| 30D | -1.3% | -6.9% | +5.6% | +0.3% |
| 3M | -2.6% | +0.1% | -2.7% | -3.2% |
| 6M | -8.4% | -17.3% | +8.9% | -5.0% |
| YTD | +0.2% | -21.8% | +22.0% | +4.9% |
| 1Y | -0.2% | -32.5% | +32.3% | +8.2% |
| 3Y | +52.9% | -12.3% | +65.3% | +48.8% |
| 5Y | +36.8% | -36.6% | +73.4% | +42.8% |
| 10Y | +57.6% | +41.0% | +16.5% | +20.1% |
| All | +57.6% | +38.5% | +19.0% | +20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling