+65.2%
PR vs EFX
+66.3%
-1.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.4% |
| 7D | -16.4% | +2.7% | -19.1% | -17.0% |
| 30D | -1.9% | +33.1% | -35.0% | -8.7% |
| 3M | +8.0% | +8.2% | -0.2% | +5.1% |
| 6M | +4.1% | +10.2% | -6.1% | 0.0% |
| YTD | +58.7% | -11.8% | +70.5% | +59.9% |
| 1Y | +75.8% | -6.1% | +81.9% | +73.9% |
| 3Y | +73.2% | +7.5% | +65.7% | +61.1% |
| 5Y | +230.1% | -30.7% | +260.8% | +238.5% |
| All | +65.2% | +66.3% | -1.1% | +56.6% |
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