+0.2%
PCOR vs EQH
+37.2%
-37.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -4.1% |
| 7D | -9.0% | +5.5% | -14.5% | -9.8% |
| 30D | +4.2% | +3.2% | +0.9% | +3.6% |
| 3M | +14.4% | +32.5% | -18.1% | +8.5% |
| 6M | +0.2% | +33.7% | -33.6% | -7.3% |
| All | +0.2% | +37.2% | -37.0% | -7.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling