+498.3%
P vs EQX
+232.0%
+266.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +4.1% |
| 7D | -1.3% | -3.2% | +1.9% | -0.9% |
| 30D | -11.9% | +7.8% | -19.6% | -12.9% |
| 3M | +41.6% | +21.3% | +20.3% | +37.6% |
| 6M | +58.1% | -22.4% | +80.5% | +61.2% |
| YTD | +46.5% | -11.3% | +57.8% | +46.4% |
| 1Y | +19.1% | +13.5% | +5.6% | +15.4% |
| 3Y | +150.6% | +162.1% | -11.6% | +115.8% |
| 5Y | +271.8% | +84.2% | +187.6% | +220.5% |
| All | +498.3% | +232.0% | +266.3% | +539.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 10y: compounded portfolio wealth divided by compounded EQX 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…
10y analysis · Full analysis span regression · 6 months rolling