+83.3%
EQH vs PENG
+68.7%
+14.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.3% | -9.7% | -1.2% |
| 7D | -0.5% | +1.9% | -2.3% | -1.4% |
| 30D | +4.4% | -37.8% | +42.2% | +11.4% |
| 3M | +8.8% | -14.1% | +22.9% | +8.7% |
| 6M | +38.1% | +13.1% | +25.0% | +23.6% |
| YTD | +19.7% | +151.8% | -132.1% | -12.4% |
| 1Y | +27.8% | +136.0% | -108.2% | -5.4% |
| 3Y | +126.1% | +217.9% | -91.8% | +43.9% |
| 5Y | +83.3% | +64.1% | +19.2% | +22.4% |
| All | +83.3% | +68.7% | +14.6% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling