+272.5%
PM vs EQIX
+293.0%
-20.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +2.9% | +1.6% |
| 7D | +0.5% | +4.1% | -3.5% | -0.5% |
| 30D | -3.2% | +5.8% | -9.0% | -4.7% |
| 3M | +6.2% | -1.4% | +7.6% | +6.2% |
| 6M | +7.7% | -1.2% | +8.9% | +7.3% |
| YTD | +27.3% | +39.6% | -12.4% | +15.7% |
| 1Y | +32.8% | +36.8% | -4.1% | +21.3% |
| 3Y | +150.0% | +47.3% | +102.8% | +120.1% |
| 5Y | +164.2% | +50.1% | +114.1% | +126.6% |
| All | +272.5% | +293.0% | -20.5% | +136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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