+135.3%
PM vs EQX
+83.7%
+51.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.8% |
| YTD | +21.2% | -11.3% | +32.5% | +21.2% |
| 1Y | +17.9% | +13.5% | +4.4% | +15.7% |
| 3Y | +129.8% | +162.1% | -32.3% | +109.0% |
| All | +135.3% | +83.7% | +51.6% | +115.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling