+168.4%
PFGC vs EQH
+234.7%
-66.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.4% |
| 7D | -4.8% | +0.7% | -5.5% | -5.2% |
| 30D | -12.5% | +2.8% | -15.4% | -14.4% |
| 3M | -9.7% | +23.1% | -32.8% | -22.3% |
| 6M | +7.0% | +41.4% | -34.4% | -17.4% |
| YTD | +4.5% | +14.3% | -9.8% | -7.9% |
| 1Y | -11.6% | +1.6% | -13.2% | -16.1% |
| 3Y | +58.5% | +102.7% | -44.2% | -15.2% |
| 5Y | +112.6% | +104.5% | +8.0% | +6.9% |
| All | +168.4% | +234.7% | -66.3% | -8.5% |
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