+162.1%
EQX vs PFGC
+58.8%
+103.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.7% |
| 7D | -3.2% | -4.8% | +1.6% | -2.4% |
| 30D | +7.8% | -12.5% | +20.3% | +10.2% |
| 3M | +21.3% | -9.7% | +31.1% | +23.3% |
| 6M | -22.4% | +7.0% | -29.4% | -23.4% |
| YTD | -11.3% | +4.5% | -15.8% | -12.5% |
| 1Y | +13.5% | -11.6% | +25.1% | +14.6% |
| 3Y | +162.1% | +58.5% | +103.6% | +122.6% |
| All | +162.1% | +58.8% | +103.3% | +122.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling