+107.2%
PFGC vs EQH
+102.2%
+5.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.0% |
| 7D | -4.8% | +0.7% | -5.5% | -5.1% |
| 30D | -12.5% | +2.8% | -15.4% | -13.8% |
| 3M | -9.7% | +23.1% | -32.8% | -18.4% |
| 6M | +7.0% | +41.4% | -34.4% | -10.1% |
| YTD | +4.5% | +14.3% | -9.8% | -3.5% |
| 1Y | -11.6% | +1.6% | -13.2% | -13.8% |
| 3Y | +58.5% | +102.7% | -44.2% | +2.2% |
| All | +107.2% | +102.2% | +5.0% | +27.4% |
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 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