-0.9%
PFE vs EQX
+168.9%
-169.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | +0.2% |
| 7D | -2.6% | -3.2% | +0.6% | -2.5% |
| 30D | +5.4% | +7.8% | -2.4% | +5.2% |
| 3M | +7.8% | +21.3% | -13.6% | +7.4% |
| 6M | +5.0% | -22.4% | +27.4% | +5.0% |
| YTD | +17.1% | -11.3% | +28.4% | +17.1% |
| 1Y | +19.3% | +13.5% | +5.8% | +19.4% |
| 3Y | -0.9% | +162.1% | -163.1% | -0.6% |
| All | -0.9% | +168.9% | -169.9% | -0.6% |
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 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