+45.9%
EQIX vs PENG
+56.5%
-10.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | -1.1% |
| 7D | +4.1% | +13.2% | -9.2% | +2.5% |
| 30D | +5.8% | -29.9% | +35.7% | +9.3% |
| 3M | -1.4% | -22.2% | +20.8% | +0.1% |
| 6M | -1.2% | -1.9% | +0.7% | -5.1% |
| YTD | +39.6% | +142.1% | -102.5% | +17.4% |
| 1Y | +36.8% | +151.5% | -114.7% | +14.2% |
| 3Y | +47.3% | +206.9% | -159.7% | +12.2% |
| All | +45.9% | +56.5% | -10.6% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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