+285.1%
EQIX vs PR
+86.0%
+199.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.8% |
| 7D | +4.1% | +6.0% | -1.9% | +4.0% |
| 30D | +5.8% | -4.2% | +10.0% | +5.8% |
| 3M | -1.4% | +10.0% | -11.4% | -1.5% |
| 6M | -1.2% | +15.6% | -16.8% | -1.4% |
| YTD | +39.6% | +68.2% | -28.5% | +38.8% |
| 1Y | +36.8% | +79.2% | -42.4% | +36.0% |
| 3Y | +47.3% | +94.9% | -47.6% | +46.1% |
| 5Y | +50.1% | +272.8% | -222.6% | +49.3% |
| All | +285.1% | +86.0% | +199.1% | +329.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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