-42.0%
PCOR vs EQH
+93.8%
-135.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | -9.0% | +1.1% | -10.1% | -9.6% |
| 30D | -7.0% | -1.1% | -5.9% | -6.6% |
| 3M | +18.3% | +25.0% | -6.7% | +2.3% |
| 6M | -7.8% | +33.9% | -41.7% | -24.9% |
| YTD | -25.6% | +11.6% | -37.2% | -31.7% |
| 1Y | -22.7% | +1.5% | -24.2% | -25.0% |
| 3Y | -17.7% | +96.7% | -114.4% | -47.4% |
| 5Y | -42.0% | +93.9% | -135.9% | -64.8% |
| All | -42.0% | +93.8% | -135.8% | -64.8% |
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