+233.0%
EQIX vs PPG
+850.6%
-617.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -0.8% |
| 7D | -1.6% | -5.1% | +3.5% | +1.0% |
| 30D | -0.4% | -9.6% | +9.2% | +4.7% |
| 3M | -0.9% | -6.4% | +5.5% | +1.5% |
| 6M | +8.1% | +0.5% | +7.6% | +5.7% |
| YTD | +35.7% | +4.4% | +31.2% | +29.4% |
| 1Y | +34.0% | -0.9% | +34.9% | +30.7% |
| 3Y | +41.4% | -17.0% | +58.4% | +48.1% |
| 5Y | +34.0% | -23.7% | +57.7% | +42.7% |
| 10Y | +242.4% | +25.9% | +216.5% | +145.2% |
| All | +233.0% | +850.6% | -617.6% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling