+45.9%
EQIX vs PFGC
+138.1%
-92.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.1% |
| 7D | +4.1% | +3.4% | +0.6% | +3.1% |
| 30D | +5.8% | +16.9% | -11.1% | +1.1% |
| 3M | -1.4% | +6.4% | -7.8% | -3.4% |
| 6M | -1.2% | +16.0% | -17.2% | -6.1% |
| YTD | +39.6% | +23.6% | +16.0% | +29.5% |
| 1Y | +36.8% | +16.6% | +20.2% | +29.0% |
| 3Y | +47.3% | +82.3% | -35.0% | +19.9% |
| All | +45.9% | +138.1% | -92.2% | +8.3% |
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