+255.5%
PR vs EFX
-29.6%
+285.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.7% |
| 7D | -0.5% | -2.0% | +1.5% | -0.1% |
| 30D | -4.6% | +27.9% | -32.5% | -10.4% |
| 3M | +4.7% | +3.8% | +0.8% | +3.1% |
| 6M | +12.4% | +13.0% | -0.5% | +7.3% |
| YTD | +62.9% | -12.4% | +75.2% | +65.4% |
| 1Y | +70.6% | -10.4% | +81.0% | +71.7% |
| 3Y | +90.0% | +4.4% | +85.6% | +73.4% |
| 5Y | +255.5% | -28.9% | +284.4% | +287.1% |
| All | +255.5% | -29.6% | +285.1% | +287.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling