+516.5%
PL vs EQX
+129.0%
+387.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | +10.0% | -10.5% | +20.5% | +14.2% |
| 30D | -2.3% | +0.2% | -2.5% | -2.9% |
| 3M | -44.2% | -7.9% | -36.3% | -43.4% |
| 6M | -66.1% | -28.6% | -37.5% | -62.9% |
| YTD | -30.0% | -26.3% | -3.7% | -25.1% |
| 1Y | +21.0% | -20.2% | +41.3% | +26.5% |
| 3Y | +516.5% | +131.1% | +385.4% | +327.6% |
| All | +516.5% | +129.0% | +387.5% | +327.6% |
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