+45.9%
EQIX vs PCOR
-11.9%
+57.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | +4.1% | +3.0% | +1.0% | +3.5% |
| 30D | +5.8% | +38.7% | -32.9% | -0.8% |
| 3M | -1.4% | +24.9% | -26.2% | -6.0% |
| 6M | -1.2% | +68.8% | -70.0% | -12.2% |
| YTD | +39.6% | +6.7% | +32.9% | +35.5% |
| 1Y | +36.8% | +3.0% | +33.8% | +33.8% |
| 3Y | +47.3% | +48.6% | -1.4% | +25.8% |
| All | +45.9% | -11.9% | +57.8% | +28.0% |
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