-34.1%
PCOR vs EQH
+80.3%
-114.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -3.6% |
| 7D | -9.0% | +5.5% | -14.5% | -11.8% |
| 30D | +4.2% | +3.2% | +0.9% | +2.0% |
| 3M | +14.4% | +32.5% | -18.1% | -3.9% |
| 6M | +0.2% | +33.7% | -33.6% | -17.4% |
| YTD | -20.3% | +13.4% | -33.7% | -27.2% |
| 1Y | -16.1% | +0.6% | -16.7% | -18.0% |
| 3Y | -14.7% | +95.1% | -109.8% | -43.1% |
| 5Y | -43.2% | +92.7% | -135.8% | -62.6% |
| All | -34.1% | +80.3% | -114.4% | -58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling