+123.3%
PBF vs EQH
+226.9%
-103.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +1.4% | +1.1% | +0.3% | +0.3% |
| 30D | +15.8% | -1.1% | +16.9% | +16.2% |
| 3M | +90.3% | +25.0% | +65.3% | +56.0% |
| 6M | +102.8% | +33.9% | +68.9% | +52.2% |
| YTD | +187.3% | +11.6% | +175.7% | +147.3% |
| 1Y | +161.8% | +1.5% | +160.3% | +140.0% |
| 3Y | +55.5% | +96.7% | -41.2% | -27.0% |
| 5Y | +801.9% | +93.9% | +708.1% | +294.2% |
| All | +123.3% | +226.9% | -103.6% | -32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling