+68.6%
PL vs EQX
+42.5%
+26.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.1% | +2.0% | -1.8% |
| 7D | -9.0% | -7.0% | -2.0% | -7.4% |
| 30D | -29.6% | +4.8% | -34.4% | -30.7% |
| 3M | -45.7% | +25.6% | -71.3% | -49.1% |
| 6M | -34.3% | -25.8% | -8.4% | -30.5% |
| YTD | -15.4% | -12.7% | -2.6% | -14.0% |
| 1Y | +86.1% | +14.1% | +72.0% | +77.6% |
| 3Y | +509.1% | +165.7% | +343.4% | +369.3% |
| 5Y | +68.3% | +81.2% | -12.9% | +31.3% |
| All | +68.6% | +42.5% | +26.1% | +30.4% |
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