+43.4%
EQX vs PFG
+51.4%
-8.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.8% | -1.8% |
| 7D | -1.4% | +5.5% | -6.9% | -3.1% |
| 30D | +24.4% | +2.4% | +22.0% | +23.2% |
| 3M | +11.6% | +13.6% | -2.0% | +5.8% |
| 6M | -25.0% | +27.9% | -52.9% | -32.7% |
| YTD | -8.4% | +35.6% | -43.9% | -18.2% |
| 1Y | +43.4% | +48.5% | -5.1% | +28.9% |
| All | +43.4% | +51.4% | -8.0% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling