-17.3%
PCOR vs EQH
+83.6%
-100.9%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +31.6% |
| 3M | +31.1% | +5.4% | +25.6% | +26.2% |
| 6M | +43.1% | +32.1% | +11.0% | +19.0% |
| YTD | +4.8% | +19.0% | -14.1% | -7.7% |
| 1Y | -3.7% | +27.8% | -31.5% | -19.2% |
| 3Y | +46.5% | +124.8% | -78.2% | -12.9% |
| 5Y | -17.3% | +82.7% | -100.0% | -46.7% |
| All | -17.3% | +83.6% | -100.9% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling