+46.5%
PCOR vs EQH
+128.3%
-81.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +20.7% | +0.5% | +20.2% | +20.2% |
| 30D | +35.7% | +4.9% | +30.7% | +31.5% |
| 3M | +31.1% | +5.4% | +25.6% | +26.2% |
| 6M | +43.1% | +32.1% | +11.0% | +18.2% |
| YTD | +4.8% | +19.0% | -14.1% | -7.6% |
| 1Y | -3.7% | +27.8% | -31.5% | -19.6% |
| 3Y | +46.5% | +124.8% | -78.2% | -21.1% |
| All | +46.5% | +128.3% | -81.8% | -21.1% |
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