+83.6%
PEP vs EQH
+226.9%
-143.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -1.7% | +1.1% | -2.8% | -1.9% |
| 30D | +0.3% | -1.1% | +1.4% | +0.4% |
| 3M | -3.2% | +25.0% | -28.3% | -7.0% |
| 6M | -13.6% | +33.9% | -47.5% | -18.1% |
| YTD | -1.9% | +11.6% | -13.4% | -4.4% |
| 1Y | -0.6% | +1.5% | -2.1% | -1.7% |
| 3Y | -13.6% | +96.7% | -110.3% | -26.8% |
| 5Y | +3.2% | +93.9% | -90.6% | -14.3% |
| All | +83.6% | +226.9% | -143.2% | +21.3% |
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 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