-65.2%
PCG vs EQH
+226.5%
-291.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.4% | +4.3% |
| 7D | +5.4% | +5.4% | 0.0% | +3.2% |
| 30D | -15.1% | +1.0% | -16.1% | -15.7% |
| 3M | -9.8% | +26.7% | -36.6% | -18.3% |
| 6M | -18.0% | +34.4% | -52.4% | -28.0% |
| YTD | -7.2% | +11.5% | -18.7% | -12.9% |
| 1Y | +2.9% | +0.4% | +2.5% | +0.2% |
| 3Y | -11.1% | +96.5% | -107.6% | -37.4% |
| 5Y | +61.8% | +93.4% | -31.6% | +10.3% |
| All | -65.2% | +226.5% | -291.8% | -82.7% |
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