-21.0%
PFE vs EQH
+94.3%
-115.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.6% |
| 7D | -4.0% | -1.8% | -2.3% | -3.8% |
| 30D | +3.9% | +2.4% | +1.4% | +3.5% |
| 3M | +9.9% | +26.3% | -16.4% | +6.2% |
| 6M | +5.3% | +35.8% | -30.5% | +0.4% |
| YTD | +16.8% | +12.7% | +4.1% | +14.2% |
| 1Y | +20.4% | +2.5% | +18.0% | +19.1% |
| 3Y | -2.1% | +98.6% | -100.7% | -12.4% |
| 5Y | -21.0% | +101.7% | -122.7% | -29.9% |
| All | -21.0% | +94.3% | -115.3% | -29.9% |
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