+2,521.4%
PWR vs EFX
+42.6%
+2,478.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.6% | +5.0% |
| 7D | +4.2% | -4.5% | +8.7% | +5.7% |
| 30D | -4.0% | -6.1% | +2.0% | -2.6% |
| 3M | -4.8% | +6.2% | -11.0% | -8.9% |
| 6M | +14.6% | -11.2% | +25.8% | +15.9% |
| YTD | +54.2% | -21.4% | +75.6% | +61.6% |
| 1Y | +67.1% | -34.3% | +101.4% | +87.5% |
| 3Y | +218.5% | -12.5% | +231.0% | +205.2% |
| 5Y | +466.3% | -35.6% | +501.8% | +500.8% |
| All | +2,521.4% | +42.6% | +2,478.9% | +1,896.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling