+542.7%
PBR vs EQH
+102.2%
+440.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.1% |
| 7D | +5.4% | +0.7% | +4.7% | +5.2% |
| 30D | +22.9% | +2.8% | +20.0% | +22.0% |
| 3M | +19.6% | +23.1% | -3.4% | +14.1% |
| 6M | +16.5% | +41.4% | -24.9% | +7.0% |
| YTD | +86.7% | +14.3% | +72.4% | +80.1% |
| 1Y | +74.7% | +1.6% | +73.1% | +73.6% |
| 3Y | +102.6% | +102.7% | -0.1% | +60.9% |
| All | +542.7% | +102.2% | +440.4% | +362.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling