+282.8%
EQIX vs PR
+152.6%
+130.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.5% |
| 7D | -0.1% | -16.4% | +16.3% | +0.1% |
| 30D | -1.8% | -1.9% | 0.0% | -1.8% |
| 3M | -3.4% | +8.0% | -11.3% | -3.4% |
| 6M | -6.0% | +4.1% | -10.1% | -6.1% |
| YTD | +34.2% | +58.7% | -24.5% | +33.5% |
| 1Y | +26.2% | +75.8% | -49.6% | +25.5% |
| 3Y | +41.7% | +73.2% | -31.5% | +40.6% |
| 5Y | +43.1% | +230.1% | -187.1% | +42.3% |
| 10Y | +260.8% | +67.4% | +193.4% | +297.8% |
| All | +282.8% | +152.6% | +130.3% | +308.7% |
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