+9.2%
EQX vs PNR
-31.2%
+40.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +3.3% | +9.5% | +11.7% |
| 7D | +7.6% | +11.9% | -4.3% | +4.2% |
| 30D | +0.4% | +37.1% | -36.7% | -8.6% |
| 3M | +18.0% | +5.7% | +12.3% | +15.5% |
| 6M | -18.4% | -5.7% | -12.7% | -17.3% |
| YTD | -19.3% | -29.8% | +10.5% | -18.3% |
| 1Y | +9.2% | -31.8% | +41.0% | +11.2% |
| All | +9.2% | -31.2% | +40.4% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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