+48.5%
PFE vs EQIX
+300.0%
-251.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -2.1% | +7.6% | -9.7% | -3.7% |
| 30D | +3.1% | +5.2% | -2.1% | +1.8% |
| 3M | +11.2% | +0.8% | +10.4% | +10.7% |
| 6M | +15.0% | +0.2% | +14.8% | +14.4% |
| YTD | +23.5% | +42.2% | -18.6% | +12.8% |
| 1Y | +18.9% | +34.7% | -15.8% | +9.9% |
| 3Y | +18.7% | +49.0% | -30.3% | +5.4% |
| 5Y | -24.0% | +52.8% | -76.9% | -34.2% |
| All | +48.5% | +300.0% | -251.5% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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