+46.9%
PM vs EQH
+18.6%
+28.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.5% |
| 7D | +4.3% | +2.8% | +1.5% | +4.2% |
| 30D | +11.5% | +3.9% | +7.5% | +11.3% |
| 3M | +13.0% | +16.3% | -3.3% | +12.4% |
| 6M | +25.9% | +37.1% | -11.2% | +24.7% |
| YTD | +34.0% | +20.2% | +13.8% | +34.3% |
| 1Y | +46.9% | +17.9% | +28.9% | +47.5% |
| All | +46.9% | +18.6% | +28.3% | +47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling