+32.5%
PFE vs EQIX
+242.1%
-209.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | -0.1% |
| 7D | -4.0% | -1.6% | -2.4% | -3.7% |
| 30D | +3.9% | -0.4% | +4.2% | +3.9% |
| 3M | +9.9% | -0.9% | +10.8% | +9.8% |
| 6M | +5.3% | +8.1% | -2.8% | +3.1% |
| YTD | +16.8% | +35.7% | -18.9% | +8.2% |
| 1Y | +20.4% | +34.0% | -13.5% | +11.8% |
| 3Y | -2.1% | +41.4% | -43.5% | -11.6% |
| 5Y | -21.0% | +34.0% | -55.0% | -28.9% |
| All | +32.5% | +242.1% | -209.6% | -2.1% |
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