+38.1%
EQH vs PENG
+6.5%
+31.7%
-8.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.3% | -9.7% | +0.2% |
| 7D | -0.5% | +1.9% | -2.3% | -0.7% |
| 30D | +4.4% | -37.8% | +42.2% | +4.6% |
| 3M | +8.8% | -14.1% | +22.9% | +8.6% |
| 6M | +38.1% | +13.1% | +25.0% | +34.4% |
| All | +38.1% | +6.5% | +31.7% | +34.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling