+134.0%
PR vs EQX
+176.9%
-42.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.3% | +6.3% | +2.6% |
| 7D | +6.7% | -8.3% | +15.0% | +7.9% |
| 30D | -6.1% | -4.7% | -1.4% | -6.0% |
| 3M | +6.9% | -10.1% | +17.0% | +7.5% |
| 6M | +14.6% | -29.9% | +44.5% | +18.9% |
| YTD | +66.1% | -26.0% | +92.2% | +67.2% |
| 1Y | +77.0% | -21.0% | +98.0% | +75.4% |
| 3Y | +93.8% | +127.7% | -33.9% | +46.1% |
| 5Y | +268.2% | +22.0% | +246.2% | +204.5% |
| All | +134.0% | +176.9% | -42.9% | +100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling