+102.6%
PBR vs EQX
+168.9%
-66.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -0.9% |
| 7D | +5.4% | -3.2% | +8.6% | +5.5% |
| 30D | +22.9% | +7.8% | +15.1% | +22.2% |
| 3M | +19.6% | +21.3% | -1.7% | +17.9% |
| 6M | +16.5% | -22.4% | +38.9% | +18.1% |
| YTD | +86.7% | -11.3% | +98.0% | +86.6% |
| 1Y | +74.7% | +13.5% | +61.2% | +70.2% |
| 3Y | +102.6% | +162.1% | -59.6% | +74.4% |
| All | +102.6% | +168.9% | -66.4% | +74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling