+68.3%
PR vs EFX
-8.6%
+76.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | -12.4% | -2.2% | -10.2% | -12.6% |
| 30D | -6.6% | +29.2% | -35.7% | -4.3% |
| 3M | +7.5% | +3.5% | +4.0% | +7.7% |
| 6M | +10.8% | +7.8% | +3.0% | +11.7% |
| YTD | +57.0% | -12.4% | +69.4% | +58.5% |
| All | +68.3% | -8.6% | +76.9% | +67.9% |
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