+239.3%
EQIX vs PFG
+247.4%
-8.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.7% | -2.0% |
| 7D | -1.6% | -3.0% | +1.4% | -0.9% |
| 30D | -0.4% | +2.5% | -2.8% | -1.0% |
| 3M | -0.9% | +6.1% | -7.0% | -2.5% |
| 6M | +8.1% | +31.3% | -23.2% | +0.9% |
| YTD | +35.7% | +33.6% | +2.1% | +25.7% |
| 1Y | +34.0% | +48.5% | -14.6% | +20.7% |
| 3Y | +41.4% | +69.6% | -28.2% | +22.4% |
| 5Y | +34.0% | +111.5% | -77.5% | +9.9% |
| All | +239.3% | +247.4% | -8.1% | +123.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling