+225.0%
EQH vs PSLV
+237.9%
-12.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | +0.7% | -3.5% | +4.2% | +1.2% |
| 30D | +2.8% | -2.1% | +5.0% | +3.0% |
| 3M | +23.1% | -1.6% | +24.7% | +23.0% |
| 6M | +41.4% | -25.5% | +66.9% | +46.4% |
| YTD | +14.3% | -11.4% | +25.7% | +11.1% |
| 1Y | +1.6% | +48.6% | -47.0% | -12.5% |
| 3Y | +102.7% | +166.9% | -64.2% | +49.9% |
| 5Y | +104.5% | +152.4% | -47.9% | +49.7% |
| All | +225.0% | +237.9% | -12.9% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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