+169.5%
PR vs EFX
+68.5%
+100.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.4% | +4.8% | -0.1% |
| 7D | +2.9% | -8.6% | +11.5% | +5.0% |
| 30D | +18.0% | +0.1% | +17.9% | +17.7% |
| 3M | +16.9% | +3.8% | +13.0% | +14.7% |
| 6M | +28.2% | -13.5% | +41.7% | +31.1% |
| YTD | +69.3% | -17.7% | +87.0% | +74.3% |
| 1Y | +69.5% | -25.6% | +95.1% | +78.7% |
| 3Y | +81.7% | -12.1% | +93.8% | +79.2% |
| 5Y | +422.2% | -33.8% | +456.1% | +443.4% |
| 10Y | +110.4% | +45.1% | +65.2% | +105.4% |
| All | +169.5% | +68.5% | +100.9% | +162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling