+70.3%
PR vs EFX
+69.3%
+0.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -9.5% | +0.3% | -9.8% | -9.6% |
| 30D | -5.7% | +29.1% | -34.8% | -11.6% |
| 3M | +3.0% | +4.3% | -1.3% | +1.2% |
| 6M | +11.8% | +7.7% | +4.1% | +8.0% |
| YTD | +58.5% | -12.5% | +70.9% | +60.0% |
| 1Y | +69.9% | -8.8% | +78.7% | +69.3% |
| 3Y | +84.9% | +4.3% | +80.6% | +73.5% |
| 5Y | +246.4% | -29.4% | +275.8% | +253.5% |
| 10Y | +70.3% | +78.1% | -7.8% | +76.0% |
| All | +70.3% | +69.3% | +0.9% | +76.0% |
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