+128.7%
PM vs EQIX
+31.3%
+97.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -1.2% | +2.3% | -3.5% | -1.6% |
| 30D | -0.2% | +0.4% | -0.6% | -0.3% |
| 3M | +4.9% | -1.1% | +6.0% | +4.9% |
| 6M | +9.0% | +11.5% | -2.4% | +6.5% |
| YTD | +17.8% | +38.2% | -20.4% | +10.2% |
| 1Y | +16.8% | +36.7% | -19.9% | +9.4% |
| 3Y | +125.4% | +44.1% | +81.4% | +106.6% |
| 5Y | +128.7% | +34.8% | +93.9% | +105.1% |
| All | +128.7% | +31.3% | +97.4% | +105.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling