0.0%
PPL vs EFX
-8.6%
+8.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -1.2% | -2.2% | +1.0% | -1.0% |
| 30D | +4.2% | +29.2% | -25.0% | +1.9% |
| 3M | +1.5% | +3.5% | -1.9% | +1.2% |
| 6M | +1.0% | +7.8% | -6.7% | 0.0% |
| YTD | +4.4% | -12.4% | +16.8% | +3.9% |
| All | 0.0% | -8.6% | +8.7% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling