+39.5%
PL vs EQH
+83.6%
-44.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.9% |
| 7D | +5.6% | +0.5% | +5.1% | +5.6% |
| 30D | -16.9% | +4.9% | -21.9% | -19.9% |
| 3M | -38.2% | +5.4% | -43.7% | -41.0% |
| 6M | -63.4% | +32.1% | -95.6% | -71.6% |
| YTD | -27.6% | +19.0% | -46.6% | -39.5% |
| 1Y | +6.6% | +27.8% | -21.2% | -16.2% |
| 3Y | +557.6% | +124.8% | +432.8% | +237.5% |
| 5Y | +39.5% | +82.7% | -43.2% | -21.0% |
| All | +39.5% | +83.6% | -44.1% | -21.0% |
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