+2.9%
PEP vs EQH
+102.2%
-99.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | -1.0% | +0.7% | -1.7% | -1.0% |
| 30D | -0.7% | +2.8% | -3.5% | -0.9% |
| 3M | -4.1% | +23.1% | -27.2% | -5.7% |
| 6M | -13.1% | +41.4% | -54.5% | -15.5% |
| YTD | -2.1% | +14.3% | -16.4% | -3.3% |
| 1Y | -1.7% | +1.6% | -3.3% | -1.8% |
| 3Y | -15.1% | +102.7% | -117.8% | -23.3% |
| All | +2.9% | +102.2% | -99.3% | -8.0% |
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