+180.4%
PBF vs EQH
+3.9%
+176.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.7% |
| 7D | +5.3% | +0.7% | +4.6% | +5.4% |
| 30D | +11.7% | +2.8% | +8.9% | +11.9% |
| 3M | +91.1% | +23.1% | +68.0% | +94.5% |
| 6M | +88.4% | +41.4% | +47.0% | +93.7% |
| YTD | +194.1% | +14.3% | +179.8% | +205.4% |
| 1Y | +180.4% | +1.6% | +178.8% | +193.4% |
| All | +180.4% | +3.9% | +176.5% | +193.4% |
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