+37.8%
EQIX vs PFG
+51.4%
-13.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | -0.3% |
| 7D | -0.8% | +5.5% | -6.3% | -1.5% |
| 30D | -1.4% | +2.4% | -3.8% | -1.8% |
| 3M | -4.4% | +13.6% | -18.0% | -5.6% |
| 6M | +7.9% | +27.9% | -19.9% | +5.7% |
| YTD | +37.3% | +35.6% | +1.7% | +32.3% |
| 1Y | +37.8% | +48.5% | -10.7% | +30.1% |
| All | +37.8% | +51.4% | -13.6% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling