-21.9%
PINS vs EQH
+186.6%
-208.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.7% |
| 7D | -6.6% | +0.7% | -7.3% | -7.0% |
| 30D | -16.8% | +2.8% | -19.6% | -18.2% |
| 3M | -11.4% | +23.1% | -34.5% | -21.5% |
| 6M | -1.7% | +41.4% | -43.1% | -19.9% |
| YTD | -26.4% | +14.3% | -40.7% | -33.0% |
| 1Y | -45.5% | +1.6% | -47.1% | -46.7% |
| 3Y | -31.7% | +102.7% | -134.5% | -54.2% |
| 5Y | -64.9% | +104.5% | -169.4% | -76.5% |
| All | -21.9% | +186.6% | -208.6% | -58.6% |
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