+267.7%
PR vs EFX
-30.1%
+297.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | +6.0% | -0.8% | +6.8% | +6.2% |
| 30D | -4.2% | +25.1% | -29.3% | -9.6% |
| 3M | +10.0% | +1.7% | +8.3% | +8.8% |
| 6M | +15.6% | +18.4% | -2.8% | +8.9% |
| YTD | +68.2% | -12.5% | +80.7% | +70.9% |
| 1Y | +79.2% | -8.1% | +87.3% | +78.8% |
| 3Y | +94.9% | +4.8% | +90.1% | +77.5% |
| All | +267.7% | -30.1% | +297.8% | +316.2% |
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