+83.0%
PL vs EQH
+78.2%
+4.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.4% |
| 7D | -9.3% | +5.5% | -14.8% | -13.2% |
| 30D | -18.9% | +3.2% | -22.2% | -21.4% |
| 3M | -58.4% | +32.5% | -90.9% | -67.1% |
| 6M | -30.3% | +33.7% | -64.1% | -45.8% |
| YTD | -8.1% | +13.4% | -21.6% | -19.3% |
| 1Y | +180.5% | +0.6% | +179.9% | +171.0% |
| 3Y | +444.1% | +95.1% | +349.0% | +237.0% |
| 5Y | +83.0% | +92.7% | -9.6% | +15.7% |
| All | +83.0% | +78.2% | +4.8% | +15.8% |
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