+220.5%
EQH vs PENG
+114.9%
+105.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.8% | +2.0% |
| 7D | -1.8% | 0.0% | -1.7% | -1.9% |
| 30D | +2.4% | -15.2% | +17.6% | +5.9% |
| 3M | +26.3% | -16.9% | +43.2% | +26.0% |
| 6M | +35.8% | +161.5% | -125.7% | -1.5% |
| YTD | +12.7% | +148.6% | -135.9% | -17.7% |
| 1Y | +2.5% | +89.6% | -87.2% | -20.8% |
| 3Y | +98.6% | +99.8% | -1.1% | +35.2% |
| 5Y | +101.7% | +100.9% | +0.8% | +29.9% |
| All | +220.5% | +114.9% | +105.6% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PENG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling