+44.8%
PL vs EQH
+88.0%
-43.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | 0.0% |
| 7D | +13.4% | -0.5% | +13.8% | +14.3% |
| 30D | -10.2% | +4.4% | -14.5% | -12.7% |
| 3M | -39.5% | +8.8% | -48.3% | -43.3% |
| 6M | -65.7% | +38.1% | -103.9% | -73.6% |
| YTD | -27.3% | +19.7% | -46.9% | -38.5% |
| 1Y | +15.0% | +27.8% | -12.8% | -7.5% |
| 3Y | +560.8% | +126.1% | +434.7% | +271.9% |
| 5Y | +38.4% | +83.3% | -44.9% | -15.7% |
| All | +44.8% | +88.0% | -43.1% | -11.7% |
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