+518.3%
PH vs EQH
+226.5%
+291.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.4% |
| 7D | +0.4% | +5.4% | -5.0% | -2.9% |
| 30D | -10.8% | +1.0% | -11.8% | -11.6% |
| 3M | +8.5% | +26.7% | -18.3% | -7.0% |
| 6M | +3.9% | +34.4% | -30.4% | -15.4% |
| YTD | +9.4% | +11.5% | -2.1% | -0.7% |
| 1Y | +26.8% | +0.4% | +26.4% | +22.0% |
| 3Y | +140.8% | +96.5% | +44.3% | +46.6% |
| 5Y | +253.8% | +93.4% | +160.4% | +110.4% |
| All | +518.3% | +226.5% | +291.8% | +140.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling