+72.2%
EQX vs PFG
+111.0%
-38.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.3% |
| 7D | -3.2% | -0.4% | -2.8% | -3.1% |
| 30D | +7.8% | +2.9% | +4.9% | +6.7% |
| 3M | +21.3% | +6.7% | +14.6% | +18.7% |
| 6M | -22.4% | +33.8% | -56.2% | -29.2% |
| YTD | -11.3% | +35.0% | -46.3% | -19.5% |
| 1Y | +13.5% | +46.4% | -32.9% | +0.5% |
| 3Y | +162.1% | +71.7% | +90.5% | +116.0% |
| All | +72.2% | +111.0% | -38.7% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling