-41.0%
PCG vs EQX
+232.0%
-273.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -1.8% |
| 7D | -3.5% | -3.2% | -0.3% | -3.3% |
| 30D | -20.6% | +7.8% | -28.4% | -21.1% |
| 3M | -17.6% | +21.3% | -38.9% | -19.0% |
| 6M | -23.5% | -22.4% | -1.1% | -22.5% |
| YTD | -13.6% | -11.3% | -2.3% | -13.8% |
| 1Y | -11.3% | +13.5% | -24.8% | -13.6% |
| 3Y | -16.9% | +162.1% | -179.1% | -26.3% |
| 5Y | +50.8% | +84.2% | -33.4% | +34.1% |
| All | -41.0% | +232.0% | -273.0% | -21.3% |
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