+84.9%
PR vs EFX
+4.3%
+80.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.3% |
| 3M | +3.0% | +4.3% | -1.3% | +2.0% |
| 6M | +11.8% | +7.7% | +4.1% | +9.6% |
| YTD | +58.5% | -12.5% | +70.9% | +61.9% |
| 1Y | +69.9% | -8.8% | +78.7% | +71.2% |
| 3Y | +84.9% | +4.3% | +80.6% | +66.0% |
| All | +84.9% | +4.3% | +80.6% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling