+0.6%
EQH vs PFG
+51.4%
-50.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | +0.2% |
| 7D | +5.5% | +5.5% | 0.0% | +0.7% |
| 30D | +3.2% | +2.4% | +0.9% | +1.2% |
| 3M | +32.5% | +13.6% | +19.0% | +18.3% |
| 6M | +33.7% | +27.9% | +5.9% | +7.3% |
| YTD | +13.4% | +35.6% | -22.1% | -12.4% |
| 1Y | +0.6% | +48.5% | -47.9% | -27.3% |
| All | +0.6% | +51.4% | -50.8% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling