+605.9%
PH vs EQX
+232.0%
+373.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.6% |
| 7D | -1.3% | -3.2% | +1.9% | -1.0% |
| 30D | -11.0% | +7.8% | -18.7% | -11.6% |
| 3M | +5.5% | +21.3% | -15.8% | +3.7% |
| 6M | +1.5% | -22.4% | +23.9% | +2.7% |
| YTD | +8.8% | -11.3% | +20.1% | +8.7% |
| 1Y | +24.5% | +13.5% | +11.0% | +21.8% |
| 3Y | +141.2% | +162.1% | -21.0% | +116.8% |
| 5Y | +256.3% | +84.2% | +172.1% | +216.3% |
| All | +605.9% | +232.0% | +373.8% | +643.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling