+142.8%
PR vs EQX
+232.0%
-89.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.1% |
| 7D | +1.8% | -3.2% | +5.0% | +2.3% |
| 30D | +10.9% | +7.8% | +3.1% | +9.3% |
| 3M | +24.5% | +21.3% | +3.2% | +19.8% |
| 6M | +25.0% | -22.4% | +47.4% | +27.7% |
| YTD | +72.4% | -11.3% | +83.7% | +70.1% |
| 1Y | +77.2% | +13.5% | +63.7% | +65.4% |
| 3Y | +90.5% | +162.1% | -71.6% | +40.9% |
| 5Y | +423.5% | +84.2% | +339.3% | +296.7% |
| All | +142.8% | +232.0% | -89.3% | +103.4% |
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