-14.6%
PCOR vs EQH
+100.4%
-114.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.4% | -2.1% |
| 7D | -6.9% | +5.4% | -12.4% | -9.8% |
| 30D | -1.5% | +1.0% | -2.6% | -2.3% |
| 3M | +18.5% | +26.7% | -8.2% | +1.8% |
| 6M | -4.7% | +34.4% | -39.0% | -22.4% |
| YTD | -22.8% | +11.5% | -34.2% | -28.7% |
| 1Y | -20.7% | +0.4% | -21.1% | -21.9% |
| 3Y | -14.6% | +96.5% | -111.1% | -36.3% |
| All | -14.6% | +100.4% | -114.9% | -36.3% |
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