-1.9%
PFE vs EQX
+244.1%
-246.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | -4.3% | +1.7% | -6.0% | -4.3% |
| 30D | +2.7% | +11.1% | -8.4% | +2.4% |
| 3M | +10.0% | +23.1% | -13.1% | +9.3% |
| 6M | +7.2% | -21.8% | +29.0% | +7.5% |
| YTD | +17.3% | -8.1% | +25.4% | +17.2% |
| 1Y | +20.3% | +29.7% | -9.4% | +19.2% |
| 3Y | -1.6% | +179.9% | -181.5% | -4.9% |
| 5Y | -21.4% | +82.5% | -103.9% | -24.4% |
| All | -1.9% | +244.1% | -246.0% | +1.9% |
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