+7,398.2%
EQIX vs PFG
+985.4%
+6,412.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | +4.1% | +2.4% | +1.7% | +3.3% |
| 30D | +5.8% | +5.9% | -0.1% | +4.0% |
| 3M | -1.4% | -0.4% | -0.9% | -1.4% |
| 6M | -1.2% | +14.8% | -16.1% | -5.6% |
| YTD | +39.6% | +31.9% | +7.7% | +27.5% |
| 1Y | +36.8% | +38.8% | -2.0% | +23.0% |
| 3Y | +47.3% | +82.4% | -35.1% | +20.4% |
| 5Y | +50.1% | +94.7% | -44.6% | +18.8% |
| 10Y | +293.3% | +187.0% | +106.3% | +151.0% |
| All | +7,398.2% | +985.4% | +6,412.8% | +2,797.3% |
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