+59.4%
PEP vs EQX
+244.1%
-184.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -2.9% | -1.3% |
| 7D | -1.7% | +1.7% | -3.4% | -1.7% |
| 30D | +0.3% | +11.1% | -10.8% | +0.1% |
| 3M | -3.2% | +23.1% | -26.3% | -3.6% |
| 6M | -13.6% | -21.8% | +8.3% | -13.3% |
| YTD | -1.9% | -8.1% | +6.2% | -1.9% |
| 1Y | -0.6% | +29.7% | -30.3% | -1.4% |
| 3Y | -13.6% | +179.9% | -193.5% | -16.5% |
| 5Y | +3.2% | +82.5% | -79.3% | -0.6% |
| All | +59.4% | +244.1% | -184.7% | +67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling