+217.4%
EQH vs PFG
+172.9%
+44.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.9% |
| 7D | +1.1% | +3.2% | -2.1% | -2.0% |
| 30D | -1.1% | +0.9% | -2.0% | -2.1% |
| 3M | +25.0% | +7.7% | +17.3% | +16.3% |
| 6M | +33.9% | +29.0% | +4.9% | +5.6% |
| YTD | +11.6% | +32.5% | -20.9% | -14.2% |
| 1Y | +1.5% | +47.3% | -45.8% | -29.4% |
| 3Y | +96.7% | +68.2% | +28.5% | +21.2% |
| 5Y | +93.9% | +108.5% | -14.6% | -2.6% |
| All | +217.4% | +172.9% | +44.5% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling