-14.6%
PCG vs EQH
+95.5%
-110.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.3% | -4.3% |
| 7D | +6.5% | +1.1% | +5.3% | +6.2% |
| 30D | -16.7% | -1.1% | -15.6% | -16.6% |
| 3M | -14.2% | +25.0% | -39.2% | -18.1% |
| 6M | -21.5% | +33.9% | -55.3% | -26.4% |
| YTD | -11.2% | +11.6% | -22.8% | -13.5% |
| 1Y | -4.2% | +1.5% | -5.7% | -4.6% |
| All | -14.6% | +95.5% | -110.1% | -29.3% |
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