+111.0%
PBF vs EQH
+18.6%
+92.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.6% | -8.3% | -6.5% |
| 7D | -0.9% | +2.8% | -3.7% | -0.6% |
| 30D | -13.7% | +3.9% | -17.6% | -13.3% |
| 3M | +10.6% | +16.3% | -5.7% | +13.1% |
| 6M | +61.2% | +37.1% | +24.1% | +68.3% |
| YTD | +172.7% | +20.2% | +152.5% | +183.7% |
| 1Y | +111.0% | +17.9% | +93.1% | +119.3% |
| All | +111.0% | +18.6% | +92.4% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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