+244.0%
EQIX vs PPG
+26.9%
+217.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +0.9% | +1.2% |
| 7D | +0.2% | -6.2% | +6.4% | +2.3% |
| 30D | -2.5% | -7.9% | +5.5% | +0.1% |
| 3M | 0.0% | -10.2% | +10.2% | +3.1% |
| 6M | +7.6% | +2.7% | +5.0% | +5.5% |
| YTD | +37.5% | +4.9% | +32.6% | +33.3% |
| 1Y | +32.9% | -3.2% | +36.1% | +32.2% |
| 3Y | +42.8% | -17.0% | +59.7% | +47.8% |
| 5Y | +35.8% | -23.3% | +59.2% | +41.1% |
| All | +244.0% | +26.9% | +217.1% | +195.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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