+42.2%
EQIX vs PCOR
-19.6%
+61.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -0.1% | +22.7% | -22.8% | -4.1% |
| 30D | -1.8% | +37.5% | -39.3% | -7.8% |
| 3M | -3.4% | +35.2% | -38.5% | -9.4% |
| 6M | -6.0% | +42.2% | -48.2% | -13.5% |
| YTD | +34.2% | +3.6% | +30.6% | +30.9% |
| 1Y | +26.2% | -4.8% | +31.0% | +25.6% |
| 3Y | +41.7% | +48.3% | -6.7% | +20.8% |
| All | +42.2% | -19.6% | +61.8% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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