+79.2%
PR vs EQX
-21.7%
+100.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +6.0% | -10.5% | +16.5% | +5.0% |
| 30D | -4.2% | +0.2% | -4.4% | -3.8% |
| 3M | +10.0% | -7.9% | +17.9% | +10.1% |
| 6M | +15.6% | -28.6% | +44.2% | +15.0% |
| YTD | +68.2% | -26.3% | +94.4% | +67.1% |
| 1Y | +79.2% | -20.2% | +99.4% | +76.5% |
| All | +79.2% | -21.7% | +100.9% | +76.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling