+34.8%
EQIX vs PFGC
+111.7%
-76.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | +2.3% | -3.7% | +6.1% | +3.3% |
| 30D | +0.4% | -16.0% | +16.4% | +4.9% |
| 3M | -1.1% | -4.1% | +3.0% | -0.6% |
| 6M | +11.5% | +8.7% | +2.8% | +7.9% |
| YTD | +38.2% | +6.4% | +31.9% | +34.3% |
| 1Y | +36.7% | -8.4% | +45.0% | +38.0% |
| 3Y | +44.1% | +61.8% | -17.7% | +23.1% |
| 5Y | +34.8% | +108.7% | -73.9% | +6.8% |
| All | +34.8% | +111.7% | -76.8% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling