+222.7%
EQH vs PENG
+128.8%
+93.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.5% | -2.5% |
| 7D | +5.5% | +4.5% | +1.0% | +4.4% |
| 30D | +3.2% | -7.1% | +10.3% | +4.5% |
| 3M | +32.5% | -27.3% | +59.8% | +36.0% |
| 6M | +33.7% | +169.6% | -135.8% | -3.5% |
| YTD | +13.4% | +164.6% | -151.2% | -18.2% |
| 1Y | +0.6% | +109.5% | -108.9% | -24.1% |
| 3Y | +95.1% | +98.9% | -3.8% | +33.7% |
| 5Y | +92.7% | +116.3% | -23.6% | +21.9% |
| All | +222.7% | +128.8% | +93.9% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling