+7,271.5%
EQIX vs PFG
+1,015.3%
+6,256.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | 0.0% |
| 7D | -0.8% | +5.5% | -6.3% | -2.5% |
| 30D | -1.4% | +2.4% | -3.8% | -2.2% |
| 3M | -4.4% | +13.6% | -18.0% | -8.2% |
| 6M | +7.9% | +27.9% | -19.9% | -0.1% |
| YTD | +37.3% | +35.6% | +1.7% | +24.4% |
| 1Y | +37.8% | +48.5% | -10.7% | +21.3% |
| 3Y | +42.0% | +66.9% | -24.9% | +19.4% |
| 5Y | +29.6% | +111.0% | -81.3% | 0.0% |
| 10Y | +238.3% | +244.5% | -6.2% | +103.7% |
| All | +7,271.5% | +1,015.3% | +6,256.2% | +2,727.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling