+42.8%
EQIX vs PFGC
+58.8%
-16.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +0.2% | -4.8% | +4.9% | +1.4% |
| 30D | -2.5% | -12.5% | +10.1% | +0.9% |
| 3M | 0.0% | -9.7% | +9.7% | +2.0% |
| 6M | +7.6% | +7.0% | +0.6% | +3.9% |
| YTD | +37.5% | +4.5% | +33.0% | +33.2% |
| 1Y | +32.9% | -11.6% | +44.5% | +35.4% |
| 3Y | +42.8% | +58.5% | -15.7% | +18.8% |
| All | +42.8% | +58.8% | -16.1% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling