+233.4%
EQX vs PFGC
+196.0%
+37.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.3% | -3.7% | -4.9% |
| 7D | -7.0% | -4.8% | -2.2% | -6.4% |
| 30D | +4.8% | -17.2% | +22.0% | +7.5% |
| 3M | +25.6% | -6.3% | +32.0% | +26.7% |
| 6M | -25.8% | +8.8% | -34.7% | -26.7% |
| YTD | -12.7% | +4.9% | -17.7% | -13.6% |
| 1Y | +14.1% | -9.5% | +23.6% | +15.0% |
| 3Y | +165.7% | +59.6% | +106.2% | +146.8% |
| 5Y | +81.2% | +113.5% | -32.3% | +61.5% |
| All | +233.4% | +196.0% | +37.3% | +241.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling