+83.1%
PEP vs EQH
+234.7%
-151.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | -1.0% | +0.7% | -1.7% | -1.1% |
| 30D | -0.7% | +2.8% | -3.5% | -1.2% |
| 3M | -4.1% | +23.1% | -27.2% | -7.6% |
| 6M | -13.1% | +41.4% | -54.5% | -18.4% |
| YTD | -2.1% | +14.3% | -16.4% | -5.0% |
| 1Y | -1.7% | +1.6% | -3.3% | -2.7% |
| 3Y | -15.1% | +102.7% | -117.8% | -28.5% |
| 5Y | +3.1% | +104.5% | -101.4% | -15.3% |
| All | +83.1% | +234.7% | -151.6% | +20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling