+210.9%
PM vs EQIX
+246.8%
-35.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.3% |
| 7D | +4.7% | +0.2% | +4.5% | +4.6% |
| 30D | +2.6% | -2.5% | +5.1% | +3.2% |
| 3M | +6.6% | 0.0% | +6.6% | +6.2% |
| 6M | +16.5% | +7.6% | +8.9% | +13.8% |
| YTD | +21.2% | +37.5% | -16.3% | +10.8% |
| 1Y | +17.9% | +32.9% | -15.0% | +8.6% |
| 3Y | +129.8% | +42.8% | +87.1% | +104.1% |
| 5Y | +133.0% | +35.8% | +97.2% | +106.0% |
| All | +210.9% | +246.8% | -35.8% | +96.9% |
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