+249.6%
PH vs EQH
+102.2%
+147.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.0% |
| 7D | -1.3% | +0.7% | -2.0% | -1.7% |
| 30D | -11.0% | +2.8% | -13.8% | -12.4% |
| 3M | +5.5% | +23.1% | -17.6% | -6.3% |
| 6M | +1.5% | +41.4% | -39.9% | -17.6% |
| YTD | +8.8% | +14.3% | -5.5% | -1.0% |
| 1Y | +24.5% | +1.6% | +22.9% | +20.8% |
| 3Y | +141.2% | +102.7% | +38.5% | +52.5% |
| All | +249.6% | +102.2% | +147.3% | +112.1% |
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