+58.5%
PFGC vs EQH
+100.2%
-41.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.9% |
| 7D | -4.8% | +0.7% | -5.5% | -5.0% |
| 30D | -12.5% | +2.8% | -15.4% | -13.4% |
| 3M | -9.7% | +23.1% | -32.8% | -16.3% |
| 6M | +7.0% | +41.4% | -34.4% | -6.3% |
| YTD | +4.5% | +14.3% | -9.8% | -1.3% |
| 1Y | -11.6% | +1.6% | -13.2% | -12.7% |
| 3Y | +58.5% | +102.7% | -44.2% | +21.4% |
| All | +58.5% | +100.2% | -41.7% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling