+136.9%
PR vs EQX
+176.1%
-39.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +6.0% | -10.5% | +16.5% | +7.6% |
| 30D | -4.2% | +0.2% | -4.4% | -4.8% |
| 3M | +10.0% | -7.9% | +17.9% | +10.2% |
| 6M | +15.6% | -28.6% | +44.2% | +19.6% |
| YTD | +68.2% | -26.3% | +94.4% | +69.3% |
| 1Y | +79.2% | -20.2% | +99.4% | +77.2% |
| 3Y | +94.9% | +131.1% | -36.2% | +46.4% |
| 5Y | +272.8% | +21.7% | +251.1% | +208.4% |
| All | +136.9% | +176.1% | -39.2% | +102.5% |
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