+39.5%
PL vs EQH
+88.8%
-49.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -1.3% |
| 7D | +10.0% | +6.5% | +3.5% | +5.3% |
| 30D | -2.3% | +6.1% | -8.4% | -6.2% |
| 3M | -44.2% | +6.2% | -50.5% | -46.8% |
| 6M | -66.1% | +38.1% | -104.2% | -73.9% |
| YTD | -30.0% | +20.2% | -50.1% | -41.0% |
| 1Y | +21.0% | +27.6% | -6.6% | -2.5% |
| 3Y | +516.5% | +128.8% | +387.7% | +244.3% |
| 5Y | +32.0% | +83.1% | -51.1% | -19.9% |
| All | +39.5% | +88.8% | -49.3% | -15.3% |
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