+43.4%
EQX vs PFGC
-5.1%
+48.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -2.3% |
| 7D | -1.4% | -2.2% | +0.8% | -1.0% |
| 30D | +24.4% | -11.9% | +36.3% | +26.8% |
| 3M | +11.6% | +5.0% | +6.6% | +10.6% |
| 6M | -25.0% | +8.6% | -33.6% | -27.1% |
| YTD | -8.4% | +9.7% | -18.1% | -9.9% |
| 1Y | +43.4% | -6.3% | +49.7% | +35.3% |
| All | +43.4% | -5.1% | +48.5% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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