-12.2%
PCOR vs EQH
+89.4%
-101.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +2.2% | +5.1% | -3.0% | -0.8% |
| 30D | +37.4% | +4.7% | +32.7% | +33.7% |
| 3M | +33.2% | +7.2% | +26.0% | +27.3% |
| 6M | +60.6% | +38.9% | +21.7% | +30.5% |
| YTD | +6.2% | +19.2% | -13.0% | -6.1% |
| 1Y | -1.1% | +25.5% | -26.6% | -15.4% |
| 3Y | +48.4% | +125.2% | -76.8% | -8.4% |
| 5Y | -13.1% | +81.6% | -94.7% | -42.8% |
| All | -12.2% | +89.4% | -101.7% | -45.9% |
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