+36.8%
EQIX vs PFGC
+15.6%
+21.3%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.0% |
| 7D | +4.1% | +3.4% | +0.6% | +3.5% |
| 30D | +5.8% | +16.9% | -11.1% | +2.9% |
| 3M | -1.4% | +6.4% | -7.8% | -2.7% |
| 6M | -1.2% | +16.0% | -17.2% | -5.6% |
| YTD | +39.6% | +23.6% | +16.0% | +29.8% |
| 1Y | +36.8% | +16.6% | +20.2% | +27.2% |
| All | +36.8% | +15.6% | +21.3% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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