+301.4%
PCAR vs EQH
+232.3%
+69.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.6% |
| 7D | -0.5% | +5.5% | -6.0% | -2.6% |
| 30D | -6.2% | +3.2% | -9.5% | -7.6% |
| 3M | +5.9% | +32.5% | -26.6% | -5.8% |
| 6M | +0.4% | +33.7% | -33.3% | -11.7% |
| YTD | +14.8% | +13.4% | +1.4% | +7.4% |
| 1Y | +30.1% | +0.6% | +29.5% | +27.3% |
| 3Y | +66.7% | +95.1% | -28.5% | +21.3% |
| 5Y | +166.1% | +92.7% | +73.5% | +89.6% |
| All | +301.4% | +232.3% | +69.1% | +112.1% |
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