+251.1%
EQX vs PFG
+254.0%
-2.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.5% | +1.8% |
| 7D | +1.7% | +3.2% | -1.5% | +1.2% |
| 30D | +11.1% | +0.9% | +10.1% | +10.9% |
| 3M | +23.1% | +7.7% | +15.4% | +21.4% |
| 6M | -21.8% | +29.0% | -50.8% | -25.2% |
| YTD | -8.1% | +32.5% | -40.6% | -12.5% |
| 1Y | +29.7% | +47.3% | -17.6% | +21.3% |
| 3Y | +179.9% | +68.2% | +111.7% | +154.5% |
| 5Y | +82.5% | +108.5% | -26.0% | +63.0% |
| All | +251.1% | +254.0% | -2.9% | +232.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling