+72.2%
EQX vs PFGC
+110.3%
-38.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.7% |
| 7D | -3.2% | -4.8% | +1.6% | -2.0% |
| 30D | +7.8% | -12.5% | +20.3% | +11.4% |
| 3M | +21.3% | -9.7% | +31.1% | +24.2% |
| 6M | -22.4% | +7.0% | -29.4% | -23.9% |
| YTD | -11.3% | +4.5% | -15.8% | -13.0% |
| 1Y | +13.5% | -11.6% | +25.1% | +15.8% |
| 3Y | +162.1% | +58.5% | +103.6% | +121.7% |
| All | +72.2% | +110.3% | -38.1% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling