+292.0%
EQIX vs PTC
+313.0%
-21.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | +7.6% | +0.8% | +6.7% | +7.3% |
| 30D | +5.2% | +1.2% | +4.1% | +4.9% |
| 3M | +0.8% | +32.6% | -31.8% | -7.8% |
| 6M | +0.2% | +36.1% | -35.8% | -9.8% |
| YTD | +42.2% | +12.7% | +29.5% | +34.4% |
| 1Y | +34.7% | +10.2% | +24.6% | +28.2% |
| 3Y | +49.0% | +29.4% | +19.5% | +31.3% |
| 5Y | +52.8% | +61.1% | -8.2% | +24.0% |
| All | +292.0% | +313.0% | -21.0% | +142.9% |
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