+251.7%
PM vs EQH
+234.7%
+17.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | +4.7% | +0.7% | +4.0% | +4.5% |
| 30D | +2.6% | +2.8% | -0.2% | +1.9% |
| 3M | +6.6% | +23.1% | -16.5% | +1.2% |
| 6M | +16.5% | +41.4% | -24.9% | +6.5% |
| YTD | +21.2% | +14.3% | +6.9% | +16.3% |
| 1Y | +17.9% | +1.6% | +16.3% | +16.1% |
| 3Y | +129.8% | +102.7% | +27.1% | +80.1% |
| 5Y | +133.0% | +104.5% | +28.5% | +76.9% |
| All | +251.7% | +234.7% | +17.0% | +107.8% |
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 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