+244.0%
EQIX vs PEG
+148.0%
+95.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +0.2% | -0.9% | +1.1% | +0.6% |
| 30D | -2.5% | -3.7% | +1.2% | -0.6% |
| 3M | 0.0% | -7.3% | +7.2% | +3.8% |
| 6M | +7.6% | -10.5% | +18.1% | +13.5% |
| YTD | +37.5% | -7.5% | +45.0% | +42.4% |
| 1Y | +32.9% | -8.7% | +41.6% | +38.4% |
| 3Y | +42.8% | +31.4% | +11.4% | +21.1% |
| 5Y | +35.8% | +37.8% | -2.0% | +12.4% |
| All | +244.0% | +148.0% | +95.9% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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