+59.3%
PBF vs EQH
+100.2%
-40.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.2% |
| 7D | +5.3% | +0.7% | +4.6% | +5.1% |
| 30D | +11.7% | +2.8% | +8.9% | +10.7% |
| 3M | +91.1% | +23.1% | +68.0% | +77.9% |
| 6M | +88.4% | +41.4% | +47.0% | +64.9% |
| YTD | +194.1% | +14.3% | +179.8% | +180.2% |
| 1Y | +180.4% | +1.6% | +178.8% | +181.4% |
| 3Y | +59.3% | +102.7% | -43.4% | +23.8% |
| All | +59.3% | +100.2% | -40.9% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling