+239.3%
EQIX vs PTC
+200.2%
+39.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -1.6% | -14.2% | +12.6% | +2.5% |
| 30D | -0.4% | -14.4% | +14.1% | +3.7% |
| 3M | -0.9% | -4.7% | +3.8% | -0.8% |
| 6M | +8.1% | -19.3% | +27.4% | +13.3% |
| YTD | +35.7% | -26.1% | +61.8% | +45.5% |
| 1Y | +34.0% | -37.1% | +71.0% | +50.7% |
| 3Y | +41.4% | -10.4% | +51.8% | +38.9% |
| 5Y | +34.0% | +2.5% | +31.5% | +24.1% |
| All | +239.3% | +200.2% | +39.2% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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