-67.6%
PCG vs EQH
+234.7%
-302.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.2% |
| 7D | -3.5% | +0.7% | -4.2% | -3.8% |
| 30D | -20.6% | +2.8% | -23.4% | -21.6% |
| 3M | -17.6% | +23.1% | -40.7% | -24.4% |
| 6M | -23.5% | +41.4% | -64.9% | -34.2% |
| YTD | -13.6% | +14.3% | -27.9% | -19.6% |
| 1Y | -11.3% | +1.6% | -12.9% | -14.0% |
| 3Y | -16.9% | +102.7% | -119.6% | -42.2% |
| 5Y | +50.8% | +104.5% | -53.7% | +0.3% |
| All | -67.6% | +234.7% | -302.3% | -84.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling