+315.2%
PM vs EQX
+232.0%
+83.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +0.6% |
| 7D | +4.7% | -3.2% | +7.9% | +4.8% |
| 30D | +2.6% | +7.8% | -5.1% | +2.1% |
| 3M | +6.6% | +21.3% | -14.8% | +5.3% |
| 6M | +16.5% | -22.4% | +38.9% | +17.6% |
| YTD | +21.2% | -11.3% | +32.5% | +21.2% |
| 1Y | +17.9% | +13.5% | +4.4% | +15.9% |
| 3Y | +129.8% | +162.1% | -32.3% | +111.7% |
| 5Y | +133.0% | +84.2% | +48.8% | +113.5% |
| All | +315.2% | +232.0% | +83.2% | +295.8% |
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