+128.5%
PBF vs EQH
+234.7%
-106.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +0.5% |
| 7D | +5.3% | +0.7% | +4.6% | +4.7% |
| 30D | +11.7% | +2.8% | +8.9% | +8.9% |
| 3M | +91.1% | +23.1% | +68.0% | +59.1% |
| 6M | +88.4% | +41.4% | +47.0% | +35.6% |
| YTD | +194.1% | +14.3% | +179.8% | +148.5% |
| 1Y | +180.4% | +1.6% | +178.8% | +157.4% |
| 3Y | +59.3% | +102.7% | -43.4% | -27.0% |
| 5Y | +816.3% | +104.5% | +711.7% | +281.7% |
| All | +128.5% | +234.7% | -106.2% | -32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling