+70.6%
PR vs EFX
-9.2%
+79.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | -0.5% | -2.0% | +1.5% | -0.7% |
| 30D | -4.6% | +27.9% | -32.5% | -2.3% |
| 3M | +4.7% | +3.8% | +0.8% | +5.0% |
| 6M | +12.4% | +13.0% | -0.5% | +13.8% |
| YTD | +62.9% | -12.4% | +75.2% | +64.0% |
| 1Y | +70.6% | -10.4% | +81.0% | +71.0% |
| All | +70.6% | -9.2% | +79.7% | +71.0% |
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 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