+291.6%
EQIX vs PR
+169.5%
+122.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.5% |
| 7D | -0.8% | +2.9% | -3.7% | -0.8% |
| 30D | -1.4% | +18.0% | -19.5% | -1.6% |
| 3M | -4.4% | +16.9% | -21.3% | -4.6% |
| 6M | +7.9% | +28.2% | -20.3% | +7.7% |
| YTD | +37.3% | +69.3% | -32.1% | +36.5% |
| 1Y | +37.8% | +69.5% | -31.7% | +37.0% |
| 3Y | +42.0% | +81.7% | -39.7% | +40.9% |
| 5Y | +29.6% | +422.2% | -392.6% | +29.6% |
| 10Y | +238.3% | +110.4% | +128.0% | +272.8% |
| All | +291.6% | +169.5% | +122.1% | +317.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling