+68.3%
PPL vs EQX
+226.7%
-158.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.1% | +4.9% | +0.1% |
| 7D | -1.8% | -7.0% | +5.3% | -1.4% |
| 30D | -2.2% | +4.8% | -7.1% | -2.5% |
| 3M | -3.1% | +25.6% | -28.7% | -4.3% |
| 6M | -8.1% | -25.8% | +17.7% | -7.2% |
| YTD | 0.0% | -12.7% | +12.8% | 0.0% |
| 1Y | -1.3% | +14.1% | -15.4% | -3.0% |
| 3Y | +52.7% | +165.7% | -113.1% | +41.1% |
| 5Y | +37.4% | +81.2% | -43.8% | +26.2% |
| All | +68.3% | +226.7% | -158.3% | +60.5% |
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