+63.7%
EQIX vs PL
+46.6%
+17.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +14.5% | -10.4% | +3.0% |
| 7D | +6.1% | +10.9% | -4.8% | +5.2% |
| 30D | +2.8% | -16.4% | +19.1% | +3.9% |
| 3M | +1.6% | -39.9% | +41.6% | +5.0% |
| 6M | -0.7% | -63.2% | +62.5% | +5.3% |
| YTD | +39.7% | -27.1% | +66.9% | +38.2% |
| 1Y | +30.6% | +12.2% | +18.4% | +23.8% |
| 3Y | +48.4% | +584.3% | -535.9% | +9.5% |
| 5Y | +46.0% | +37.0% | +9.0% | +15.5% |
| All | +63.7% | +46.6% | +17.1% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling