+32.4%
PWR vs EFX
-7.5%
+39.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +2.4% | -14.0% | -10.9% |
| 7D | -4.4% | +9.2% | -13.5% | -1.6% |
| 30D | -15.1% | +34.8% | -49.9% | -6.8% |
| 3M | -16.2% | +8.8% | -25.1% | -13.1% |
| 6M | -23.3% | +12.3% | -35.6% | -19.2% |
| YTD | +37.6% | -10.6% | +48.2% | +44.8% |
| 1Y | +32.4% | -6.7% | +39.1% | +38.1% |
| All | +32.4% | -7.5% | +39.9% | +38.1% |
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 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