+98.0%
EQH vs PENG
+107.0%
-9.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +1.1% | +7.3% | -6.2% | +0.2% |
| 30D | -1.1% | -7.5% | +6.4% | -0.3% |
| 3M | +25.0% | -17.2% | +42.2% | +24.9% |
| 6M | +33.9% | +176.7% | -142.9% | +6.7% |
| YTD | +11.6% | +161.0% | -149.5% | -10.5% |
| 1Y | +1.5% | +108.8% | -107.3% | -16.3% |
| All | +98.0% | +107.0% | -9.0% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling